-9.3%
TDG vs SMTC
+154.8%
-164.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.9% | 0.0% |
| 7D | -2.0% | +12.7% | -14.8% | -2.5% |
| 30D | -7.4% | +22.0% | -29.4% | -8.3% |
| 3M | -5.4% | -12.7% | +7.3% | -4.9% |
| 6M | -11.6% | +64.8% | -76.4% | -16.7% |
| YTD | -12.6% | +100.7% | -113.3% | -18.8% |
| 1Y | -9.3% | +146.9% | -156.2% | -17.8% |
| All | -9.3% | +154.8% | -164.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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