+2,624.8%
TFC vs SMTC
+48,322.4%
-45,697.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | +1.7% | -10.9% | +12.7% | +2.5% |
| 30D | +9.0% | -39.4% | +48.4% | +14.3% |
| 3M | -2.1% | -13.5% | +11.4% | -2.4% |
| 6M | +3.4% | -6.8% | +10.2% | +0.5% |
| YTD | +5.3% | +54.0% | -48.7% | -4.3% |
| 1Y | +16.2% | +50.8% | -34.6% | +5.5% |
| 3Y | +94.8% | +677.3% | -582.5% | +37.9% |
| 5Y | -0.7% | +28.7% | -29.4% | -15.5% |
| 10Y | +80.9% | +339.9% | -259.0% | +33.5% |
| All | +2,624.8% | +48,322.4% | -45,697.6% | +1,460.0% |
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 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