+530.1%
SMTC vs TRGP
+863.3%
-333.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | +13.1% | +0.1% | +13.0% | +13.1% |
| 30D | +19.5% | +8.0% | +11.4% | +16.2% |
| 3M | +2.2% | +8.3% | -6.0% | -0.8% |
| 6M | +94.9% | +23.9% | +71.0% | +81.1% |
| YTD | +127.0% | +59.6% | +67.3% | +94.6% |
| 1Y | +174.6% | +79.4% | +95.1% | +126.1% |
| 3Y | +615.9% | +269.4% | +346.5% | +386.9% |
| 5Y | +125.6% | +641.6% | -516.0% | +26.4% |
| All | +530.1% | +863.3% | -333.1% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling