+72.2%
SMTC vs TLN
-17.6%
+89.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -8.5% | -4.4% | -7.4% |
| 7D | -24.5% | -6.0% | -18.5% | -21.0% |
| 30D | -42.5% | -1.5% | -40.9% | -41.5% |
| 3M | -14.1% | -3.9% | -10.2% | -10.8% |
| 6M | +3.6% | -15.0% | +18.6% | +14.2% |
| YTD | +50.6% | -12.8% | +63.4% | +58.7% |
| 1Y | +72.2% | -17.3% | +89.6% | +89.2% |
| All | +72.2% | -17.6% | +89.8% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling