+77.2%
TGT vs SMTC
+169.6%
-92.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.3% |
| 7D | -5.2% | +13.1% | -18.3% | -4.8% |
| 30D | +1.2% | +19.5% | -18.3% | +2.1% |
| 3M | +18.4% | +2.2% | +16.1% | +19.8% |
| 6M | +33.4% | +94.9% | -61.4% | +32.7% |
| YTD | +63.8% | +127.0% | -63.1% | +61.0% |
| 1Y | +77.2% | +174.6% | -97.4% | +72.2% |
| All | +77.2% | +169.6% | -92.4% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling