+733.5%
SMTC vs TMF
-31.3%
+764.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -4.2% |
| 7D | +30.5% | -8.2% | +38.6% | +31.6% |
| 30D | -30.9% | +5.3% | -36.2% | -31.7% |
| 3M | -14.7% | -8.5% | -6.2% | -14.0% |
| 6M | -9.6% | -17.2% | +7.6% | -7.3% |
| YTD | +62.1% | -23.4% | +85.5% | +67.9% |
| 1Y | +66.6% | -30.2% | +96.8% | +74.7% |
| All | +733.5% | -31.3% | +764.8% | +815.4% |
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