+307.1%
SMTC vs TYL
+168.7%
+138.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -2.3% | +15.0% | +13.6% |
| 7D | -19.0% | +6.7% | -25.6% | -21.5% |
| 30D | -46.7% | +26.5% | -73.3% | -52.6% |
| 3M | -23.4% | +37.3% | -60.7% | -36.1% |
| 6M | -13.4% | +31.2% | -44.6% | -29.6% |
| YTD | +40.1% | -7.4% | +47.4% | +35.6% |
| 1Y | +47.7% | -9.6% | +57.2% | +44.6% |
| 3Y | +606.9% | +1.9% | +605.0% | +512.0% |
| 5Y | +14.4% | -21.1% | +35.5% | +16.4% |
| All | +307.1% | +168.7% | +138.5% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling