+309.3%
TEL vs SMTC
+548.2%
-238.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +2.3% |
| 7D | +1.6% | +13.1% | -11.5% | -1.8% |
| 30D | -0.7% | +19.5% | -20.1% | -6.1% |
| 3M | +2.4% | +2.2% | +0.2% | -1.2% |
| 6M | +4.1% | +94.9% | -90.7% | -17.7% |
| YTD | -5.8% | +127.0% | -132.8% | -29.1% |
| 1Y | +0.9% | +174.6% | -173.7% | -28.8% |
| 3Y | +72.6% | +615.9% | -543.3% | -26.0% |
| 5Y | +57.5% | +125.6% | -68.1% | +0.3% |
| All | +309.3% | +548.2% | -238.9% | +72.9% |
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