+451.4%
SMTC vs TRI
+518.6%
-67.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -6.5% | +16.5% | +12.9% |
| 7D | +22.9% | -7.1% | +30.0% | +26.1% |
| 30D | +16.6% | -2.3% | +19.0% | +15.3% |
| 3M | +2.4% | +19.6% | -17.2% | -12.3% |
| 6M | +98.3% | -8.7% | +107.0% | +89.3% |
| YTD | +120.7% | -22.3% | +142.9% | +124.7% |
| 1Y | +168.3% | -40.7% | +208.9% | +218.4% |
| 3Y | +571.7% | -17.8% | +589.5% | +538.6% |
| 5Y | +114.0% | -8.5% | +122.5% | +90.0% |
| 10Y | +497.0% | +192.6% | +304.4% | +166.8% |
| All | +451.4% | +518.6% | -67.2% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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