+236.8%
SMTC vs TXG
+21.5%
+215.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +4.7% | +5.3% | +8.5% |
| 7D | +22.9% | +9.4% | +13.6% | +19.7% |
| 30D | +16.6% | +26.1% | -9.4% | +7.6% |
| 3M | +2.4% | +124.8% | -122.4% | -21.6% |
| 6M | +98.3% | +215.2% | -117.0% | +34.8% |
| YTD | +120.7% | +302.2% | -181.5% | +37.3% |
| 1Y | +168.3% | +370.9% | -202.7% | +56.1% |
| 3Y | +571.7% | +38.5% | +533.2% | +416.1% |
| 5Y | +114.0% | -64.4% | +178.4% | +114.7% |
| All | +236.8% | +21.5% | +215.3% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling