+625.1%
SMTC vs TLN
+589.3%
+35.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.9% |
| 7D | +22.5% | +5.8% | +16.6% | +18.7% |
| 30D | +24.9% | -6.9% | +31.7% | +30.7% |
| 3M | +4.1% | -10.9% | +15.0% | +12.2% |
| 6M | +92.6% | -4.6% | +97.2% | +97.2% |
| YTD | +122.5% | -14.7% | +137.2% | +137.6% |
| 1Y | +166.2% | -17.9% | +184.1% | +188.2% |
| 3Y | +577.2% | +483.9% | +93.3% | +215.7% |
| All | +625.1% | +589.3% | +35.8% | +215.0% |
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