+876.9%
SMTC vs TKO
+1,406.3%
-529.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | +22.5% | +0.7% | +21.8% | +22.3% |
| 30D | +24.9% | +0.9% | +24.0% | +24.2% |
| 3M | +4.1% | -6.2% | +10.2% | +5.0% |
| 6M | +92.6% | -5.6% | +98.2% | +93.3% |
| YTD | +122.5% | -7.8% | +130.3% | +124.0% |
| 1Y | +166.2% | -1.2% | +167.4% | +161.9% |
| 3Y | +577.2% | +106.5% | +470.6% | +435.7% |
| 5Y | +119.0% | +310.4% | -191.4% | +40.5% |
| 10Y | +527.9% | +987.5% | -459.7% | +200.5% |
| All | +876.9% | +1,406.3% | -529.4% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 all: compounded portfolio wealth divided by compounded TKO 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…
all analysis · Full analysis span regression · 6 months rolling