+591.8%
SMTC vs TMF
-69.2%
+660.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +12.7% |
| 7D | -19.0% | +1.2% | -20.2% | -18.7% |
| 30D | -46.7% | +19.7% | -66.5% | -45.0% |
| 3M | -23.4% | -2.1% | -21.3% | -23.2% |
| 6M | -13.4% | -13.4% | 0.0% | -14.7% |
| YTD | +40.1% | -16.7% | +56.8% | +37.1% |
| 1Y | +47.7% | -23.3% | +71.0% | +42.6% |
| 3Y | +606.9% | -24.8% | +631.7% | +592.9% |
| 5Y | +14.4% | -88.0% | +102.4% | -23.5% |
| 10Y | +322.5% | -84.7% | +407.2% | +242.4% |
| All | +591.8% | -69.2% | +660.9% | +745.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling