+206.4%
SMTC vs TW
+206.7%
-0.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.5% |
| 7D | +13.1% | -4.5% | +17.6% | +14.8% |
| 30D | +19.5% | -2.3% | +21.7% | +20.1% |
| 3M | +2.2% | +2.6% | -0.4% | -0.9% |
| 6M | +94.9% | -17.5% | +112.4% | +105.8% |
| YTD | +127.0% | -5.3% | +132.3% | +124.0% |
| 1Y | +174.6% | -14.8% | +189.3% | +183.8% |
| 3Y | +615.9% | +18.8% | +597.1% | +523.7% |
| 5Y | +125.6% | +20.7% | +104.9% | +89.7% |
| All | +206.4% | +206.7% | -0.3% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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