+554.1%
SMTC vs TLN
+583.6%
-29.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.8% | +5.5% | +7.0% |
| 7D | +12.7% | +7.1% | +5.7% | +8.5% |
| 30D | +22.0% | -3.9% | +25.9% | +25.5% |
| 3M | -12.7% | -16.2% | +3.5% | -2.5% |
| 6M | +64.8% | -5.8% | +70.6% | +70.0% |
| YTD | +100.7% | -15.4% | +116.1% | +115.2% |
| 1Y | +146.9% | -16.7% | +163.6% | +164.6% |
| 3Y | +456.8% | +473.8% | -16.9% | +162.4% |
| All | +554.1% | +583.6% | -29.5% | +185.3% |
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