+2,700.2%
TFC vs SMTC
+62,999.7%
-60,299.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -1.0% |
| 7D | +2.4% | +12.7% | -10.3% | +0.9% |
| 30D | -1.3% | +22.0% | -23.3% | -4.1% |
| 3M | +6.1% | -12.7% | +18.7% | +6.1% |
| 6M | +7.3% | +64.8% | -57.4% | -1.4% |
| YTD | +8.2% | +100.7% | -92.5% | -3.1% |
| 1Y | +14.4% | +146.9% | -132.5% | -0.7% |
| 3Y | +93.7% | +456.8% | -363.1% | +44.1% |
| 5Y | +16.4% | +89.2% | -72.8% | -3.8% |
| 10Y | +101.6% | +426.9% | -325.3% | +47.6% |
| All | +2,700.2% | +62,999.7% | -60,299.6% | +1,479.1% |
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