+88.5%
TEM vs SMTC
+310.6%
-222.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.2% | -2.9% |
| 7D | +7.8% | +30.5% | -22.7% | -1.4% |
| 30D | +11.2% | -30.9% | +42.1% | +23.4% |
| 3M | +39.0% | -14.7% | +53.7% | +39.7% |
| 6M | +61.6% | -9.6% | +71.2% | +52.7% |
| YTD | +28.5% | +62.1% | -33.6% | -7.5% |
| 1Y | +6.7% | +66.6% | -59.8% | -24.2% |
| All | +88.5% | +310.6% | -222.0% | -20.0% |
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 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