+27.6%
SMTC vs TMF
-88.6%
+116.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.0% |
| 7D | +11.0% | -9.3% | +20.3% | +11.9% |
| 30D | -28.5% | +1.9% | -30.4% | -28.8% |
| 3M | -14.2% | -11.2% | -3.0% | -13.6% |
| 6M | -18.0% | -17.7% | -0.3% | -16.7% |
| YTD | +55.5% | -24.5% | +80.0% | +59.1% |
| 1Y | +69.5% | -29.4% | +99.0% | +74.5% |
| 3Y | +699.7% | -33.4% | +733.1% | +715.7% |
| All | +27.6% | -88.6% | +116.2% | +13.6% |
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