+401.9%
SMTC vs TLN
+678.8%
-276.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -10.9% | +1.1% | -12.0% | -10.5% |
| 30D | -39.4% | -4.6% | -34.8% | -36.7% |
| 3M | -13.5% | +5.2% | -18.8% | -14.9% |
| 6M | -6.8% | -6.5% | -0.3% | -1.8% |
| YTD | +54.0% | -3.6% | +57.7% | +54.7% |
| 1Y | +50.8% | -8.2% | +59.0% | +55.6% |
| 3Y | +677.3% | +559.7% | +117.6% | +237.0% |
| All | +401.9% | +678.8% | -276.9% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling