+59.7%
TEM vs SMTC
+459.0%
-399.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -3.8% |
| 7D | +3.2% | +22.9% | -19.7% | -4.1% |
| 30D | +23.5% | +16.6% | +6.9% | +15.0% |
| 3M | +32.3% | +2.4% | +29.9% | +25.8% |
| 6M | +23.0% | +98.3% | -75.2% | -12.6% |
| YTD | +8.9% | +120.7% | -111.8% | -27.0% |
| 1Y | -19.9% | +168.3% | -188.1% | -51.4% |
| All | +59.7% | +459.0% | -399.3% | -36.9% |
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 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