+356.5%
SMTC vs TLN
+630.2%
-273.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.1% | +5.7% | +8.3% |
| 7D | -19.0% | -1.3% | -17.7% | -17.6% |
| 30D | -46.7% | -10.5% | -36.3% | -42.3% |
| 3M | -23.4% | +0.1% | -23.5% | -22.3% |
| 6M | -13.4% | -17.4% | +4.0% | -2.2% |
| YTD | +40.1% | -9.7% | +49.7% | +46.1% |
| 1Y | +47.7% | -12.3% | +59.9% | +56.4% |
| 3Y | +606.9% | +528.3% | +78.6% | +215.9% |
| All | +356.5% | +630.2% | -273.7% | +93.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling