+14.0%
SMTC vs TMF
-88.0%
+102.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +12.8% |
| 7D | -19.0% | +1.2% | -20.2% | -19.1% |
| 30D | -46.7% | +19.7% | -66.5% | -47.7% |
| 3M | -23.4% | -2.1% | -21.3% | -23.4% |
| 6M | -13.4% | -13.4% | 0.0% | -12.4% |
| YTD | +40.1% | -16.7% | +56.8% | +42.2% |
| 1Y | +47.7% | -23.3% | +71.0% | +51.1% |
| 3Y | +606.9% | -24.8% | +631.7% | +615.0% |
| All | +14.0% | -88.0% | +102.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling