+497.0%
SMTC vs TMF
-86.8%
+583.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +22.9% | +1.0% | +22.0% | +23.0% |
| 30D | +16.6% | -1.8% | +18.5% | +16.6% |
| 3M | +2.4% | -8.2% | +10.7% | +1.8% |
| 6M | +98.3% | -19.5% | +117.8% | +94.8% |
| YTD | +120.7% | -16.0% | +136.6% | +117.7% |
| 1Y | +168.3% | -22.5% | +190.8% | +162.8% |
| 3Y | +571.7% | -42.3% | +614.0% | +536.3% |
| 5Y | +114.0% | -87.7% | +201.7% | +45.5% |
| 10Y | +497.0% | -86.5% | +583.5% | +436.3% |
| All | +497.0% | -86.8% | +583.8% | +436.3% |
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