+483.2%
SMTC vs TMF
-42.2%
+525.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.9% | +9.2% |
| 7D | +12.7% | -1.4% | +14.2% | +13.0% |
| 30D | +22.0% | -2.8% | +24.8% | +22.4% |
| 3M | -12.7% | -10.9% | -1.8% | -10.9% |
| 6M | +64.8% | -21.3% | +86.1% | +71.8% |
| YTD | +100.7% | -15.9% | +116.6% | +106.6% |
| 1Y | +146.9% | -15.7% | +162.6% | +153.6% |
| All | +483.2% | -42.2% | +525.4% | +466.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling