+96.7%
TFC vs SMTC
+556.3%
-459.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.0% | -12.1% | -3.3% |
| 7D | +2.2% | +22.9% | -20.7% | -0.3% |
| 30D | -2.5% | +16.6% | -19.1% | -4.7% |
| 3M | +4.5% | +2.4% | +2.1% | +2.7% |
| 6M | +11.0% | +98.3% | -87.3% | -2.0% |
| YTD | +5.9% | +120.7% | -114.8% | -8.3% |
| 1Y | +14.6% | +168.3% | -153.7% | -4.4% |
| 3Y | +96.7% | +571.7% | -475.0% | +22.2% |
| All | +96.7% | +556.3% | -459.5% | +22.2% |
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