+72.2%
SMTC vs TXG
+406.9%
-334.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.4% | -16.3% | -13.9% |
| 7D | -24.5% | -19.3% | -5.2% | -20.0% |
| 30D | -42.5% | -30.9% | -11.5% | -37.3% |
| 3M | -14.1% | +41.1% | -55.2% | -23.4% |
| 6M | +3.6% | +211.9% | -208.3% | -24.3% |
| YTD | +50.6% | +314.0% | -263.4% | +0.8% |
| 1Y | +72.2% | +405.4% | -333.1% | +8.1% |
| All | +72.2% | +406.9% | -334.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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