+52.0%
TDG vs SMTC
+579.3%
-527.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.1% | -3.9% | +0.8% |
| 7D | -1.9% | +13.1% | -15.0% | -2.8% |
| 30D | -7.7% | +19.5% | -27.2% | -9.2% |
| 3M | -9.3% | +2.2% | -11.6% | -10.2% |
| 6M | -9.4% | +94.9% | -104.3% | -15.9% |
| YTD | -14.3% | +127.0% | -141.2% | -21.6% |
| 1Y | -11.8% | +174.6% | -186.4% | -21.1% |
| 3Y | +52.0% | +615.9% | -564.0% | +18.8% |
| All | +52.0% | +579.3% | -527.3% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling