+146.9%
SMTC vs TXG
+372.5%
-225.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.5% |
| 7D | +12.7% | +1.8% | +10.9% | +12.2% |
| 30D | +22.0% | +32.0% | -10.0% | +12.0% |
| 3M | -12.7% | +87.0% | -99.7% | -26.8% |
| 6M | +64.8% | +180.1% | -115.3% | +25.2% |
| YTD | +100.7% | +284.1% | -183.4% | +38.8% |
| 1Y | +146.9% | +361.7% | -214.8% | +64.1% |
| All | +146.9% | +372.5% | -225.6% | +64.1% |
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