+119.0%
SMTC vs TW
+20.0%
+98.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +22.5% | -0.5% | +23.0% | +22.5% |
| 30D | +24.9% | -0.6% | +25.5% | +24.8% |
| 3M | +4.1% | +3.4% | +0.7% | +0.8% |
| 6M | +92.6% | -18.4% | +111.0% | +105.7% |
| YTD | +122.5% | -3.9% | +126.4% | +118.9% |
| 1Y | +166.2% | -13.3% | +179.6% | +174.8% |
| 3Y | +577.2% | +20.8% | +556.3% | +478.0% |
| 5Y | +119.0% | +20.3% | +98.7% | +87.9% |
| All | +119.0% | +20.0% | +98.9% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling