+69.5%
SMTC vs TW
+21.1%
+48.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -3.6% |
| 7D | +11.0% | +3.9% | +7.1% | +13.2% |
| 30D | -28.5% | +19.9% | -48.4% | -21.7% |
| 3M | -14.2% | +25.9% | -40.2% | -3.8% |
| 6M | -18.0% | +21.1% | -39.1% | -5.2% |
| YTD | +55.5% | +23.9% | +31.6% | +81.5% |
| 1Y | +69.5% | +21.2% | +48.3% | +99.9% |
| All | +69.5% | +21.1% | +48.5% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling