+606.9%
SMTC vs THC
+413.3%
+193.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.1% | +13.8% | +13.0% |
| 7D | -19.0% | +3.7% | -22.7% | -19.7% |
| 30D | -46.7% | +9.0% | -55.8% | -47.9% |
| 3M | -23.4% | +10.4% | -33.8% | -25.4% |
| 6M | -13.4% | +45.7% | -59.1% | -23.6% |
| YTD | +40.1% | +42.6% | -2.5% | +23.5% |
| 1Y | +47.7% | +38.8% | +8.9% | +31.4% |
| 3Y | +606.9% | +418.8% | +188.1% | +240.4% |
| All | +606.9% | +413.3% | +193.6% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling