+351.4%
SMTC vs TMF
-83.0%
+434.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.1% | +12.8% | +12.8% |
| 7D | -4.8% | +0.6% | -5.4% | -4.7% |
| 30D | -37.8% | +16.3% | -54.1% | -36.8% |
| 3M | -16.5% | -2.7% | -13.8% | -16.3% |
| 6M | -4.4% | -13.2% | +8.8% | -5.1% |
| YTD | +58.0% | -16.7% | +74.7% | +56.3% |
| 1Y | +62.0% | -22.7% | +84.7% | +59.1% |
| 3Y | +745.7% | -26.1% | +771.8% | +738.1% |
| 5Y | +29.0% | -88.4% | +117.5% | -14.7% |
| 10Y | +351.4% | -81.8% | +433.2% | +308.2% |
| All | +351.4% | -83.0% | +434.4% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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