+66.7%
TEL vs SMTC
+565.9%
-499.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +1.2% | +22.5% | -21.3% | -2.1% |
| 30D | -4.1% | +24.9% | -29.0% | -7.9% |
| 3M | -2.6% | +4.1% | -6.7% | -4.7% |
| 6M | 0.0% | +92.6% | -92.5% | -12.7% |
| YTD | -9.1% | +122.5% | -131.5% | -22.7% |
| 1Y | -0.8% | +166.2% | -167.1% | -18.3% |
| All | +66.7% | +565.9% | -499.2% | +8.3% |
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