+109.9%
SMTC vs TW
+301.3%
-191.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | +11.0% | +3.9% | +7.1% | +9.6% |
| 30D | -28.5% | +19.9% | -48.4% | -33.1% |
| 3M | -14.2% | +25.9% | -40.2% | -21.5% |
| 6M | -18.0% | +21.1% | -39.1% | -25.4% |
| YTD | +55.5% | +23.9% | +31.6% | +38.9% |
| 1Y | +69.5% | +21.2% | +48.3% | +52.8% |
| 3Y | +699.7% | +44.8% | +654.9% | +553.0% |
| 5Y | +27.4% | +41.4% | -14.0% | +1.7% |
| All | +109.9% | +301.3% | -191.4% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling