+12,759.1%
TDG vs SMTC
+782.8%
+11,976.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -2.4% | +22.5% | -24.9% | -7.3% |
| 30D | -8.0% | +24.9% | -32.9% | -13.8% |
| 3M | -10.5% | +4.1% | -14.5% | -14.4% |
| 6M | -11.9% | +92.6% | -104.5% | -29.9% |
| YTD | -15.4% | +122.5% | -137.8% | -35.7% |
| 1Y | -14.2% | +166.2% | -180.4% | -38.8% |
| 3Y | +51.0% | +577.2% | -526.1% | -32.7% |
| 5Y | +126.5% | +119.0% | +7.5% | +39.8% |
| 10Y | +535.6% | +527.9% | +7.7% | +148.9% |
| All | +12,759.1% | +782.8% | +11,976.3% | +3,187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling