-33.5%
TEM vs SMTC
+169.6%
-203.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.6% |
| 7D | -8.7% | +13.1% | -21.8% | -11.0% |
| 30D | +8.1% | +19.5% | -11.4% | +3.4% |
| 3M | +19.0% | +2.2% | +16.8% | +15.7% |
| 6M | +12.0% | +94.9% | -82.9% | -11.3% |
| YTD | -0.1% | +127.0% | -127.0% | -25.1% |
| 1Y | -33.5% | +174.6% | -208.1% | -52.0% |
| All | -33.5% | +169.6% | -203.1% | -52.0% |
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