+537.0%
TDG vs SMTC
+548.2%
-11.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.2% |
| 7D | -1.9% | +13.1% | -15.0% | -4.4% |
| 30D | -7.7% | +19.5% | -27.2% | -11.7% |
| 3M | -9.3% | +2.2% | -11.6% | -12.1% |
| 6M | -9.4% | +94.9% | -104.3% | -25.2% |
| YTD | -14.3% | +127.0% | -141.2% | -32.0% |
| 1Y | -11.8% | +174.6% | -186.4% | -33.9% |
| 3Y | +52.0% | +615.9% | -564.0% | -26.3% |
| 5Y | +128.8% | +125.6% | +3.2% | +57.6% |
| All | +537.0% | +548.2% | -11.2% | +217.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling