+69.5%
SMTC vs TLN
+1.6%
+67.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.1% |
| 7D | +11.0% | +11.0% | 0.0% | +3.7% |
| 30D | -28.5% | +4.9% | -33.4% | -29.9% |
| 3M | -14.2% | +4.9% | -19.1% | -16.2% |
| 6M | -18.0% | +7.1% | -25.1% | -19.6% |
| YTD | +55.5% | +0.3% | +55.2% | +49.8% |
| 1Y | +69.5% | +5.9% | +63.6% | +58.6% |
| All | +69.5% | +1.6% | +67.9% | +58.6% |
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