-17.3%
TEM vs SMTC
+154.8%
-172.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -1.9% |
| 7D | +0.9% | +12.7% | -11.8% | -1.6% |
| 30D | +38.4% | +22.0% | +16.4% | +30.9% |
| 3M | +23.7% | -12.7% | +36.3% | +24.6% |
| 6M | +26.0% | +64.8% | -38.8% | +4.2% |
| YTD | +9.4% | +100.7% | -91.3% | -14.9% |
| 1Y | -17.3% | +146.9% | -164.2% | -37.9% |
| All | -17.3% | +154.8% | -172.0% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling