+601.8%
SMTC vs TXG
+41.0%
+560.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | +22.5% | +9.1% | +13.3% | +18.8% |
| 30D | +24.9% | +14.9% | +10.0% | +18.4% |
| 3M | +4.1% | +120.0% | -115.9% | -23.4% |
| 6M | +92.6% | +221.8% | -129.3% | +21.2% |
| YTD | +122.5% | +312.6% | -190.1% | +25.1% |
| 1Y | +166.2% | +398.4% | -232.2% | +35.6% |
| All | +601.8% | +41.0% | +560.8% | +430.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling