+2,624.8%
TFC vs SMTC
+53,327.2%
-50,702.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | -1.2% |
| 7D | -1.2% | +12.9% | -14.1% | -3.0% |
| 30D | +7.8% | -25.6% | +33.3% | +10.3% |
| 3M | -3.0% | -4.5% | +1.6% | -4.4% |
| 6M | +5.8% | -8.3% | +14.1% | +3.2% |
| YTD | +5.3% | +69.9% | -64.6% | -5.4% |
| 1Y | +15.7% | +73.9% | -58.2% | +3.3% |
| 3Y | +94.8% | +757.7% | -662.9% | +36.3% |
| 5Y | 0.0% | +38.7% | -38.7% | -15.7% |
| 10Y | +79.0% | +376.1% | -297.1% | +30.8% |
| All | +2,624.8% | +53,327.2% | -50,702.4% | +1,441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling