+56.5%
TEL vs SMTC
+122.8%
-66.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +2.6% |
| 7D | +1.6% | +13.1% | -11.5% | -1.0% |
| 30D | -0.7% | +19.5% | -20.1% | -4.7% |
| 3M | +2.4% | +2.2% | +0.2% | -0.1% |
| 6M | +4.1% | +94.9% | -90.7% | -12.7% |
| YTD | -5.8% | +127.0% | -132.8% | -23.9% |
| 1Y | +0.9% | +174.6% | -173.7% | -22.2% |
| 3Y | +72.6% | +615.9% | -543.3% | -8.4% |
| All | +56.5% | +122.8% | -66.3% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling