-53.2%
TE vs SMTC
+177.3%
-230.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.9% | -2.1% |
| 7D | -4.0% | +12.7% | -16.7% | -8.3% |
| 30D | -15.9% | +22.0% | -37.9% | -23.3% |
| 3M | -60.5% | -12.7% | -47.9% | -58.6% |
| 6M | -35.2% | +64.8% | -100.0% | -46.2% |
| YTD | -31.1% | +100.7% | -131.8% | -46.5% |
| 1Y | +148.6% | +146.9% | +1.8% | +80.4% |
| 3Y | -26.4% | +456.8% | -483.2% | -63.5% |
| 5Y | -48.0% | +89.2% | -137.3% | -67.9% |
| All | -53.2% | +177.3% | -230.4% | -71.1% |
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