-66.0%
TE vs SMTC
-17.9%
-48.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -0.6% |
| 7D | -19.1% | +11.0% | -30.1% | -24.8% |
| 30D | -34.1% | -28.5% | -5.6% | -21.0% |
| 3M | -60.1% | -14.2% | -45.9% | -60.8% |
| 6M | -66.0% | -18.0% | -48.0% | -65.8% |
| All | -66.0% | -17.9% | -48.0% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling