+41.7%
TGT vs SMTC
+546.3%
-504.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.0% |
| 7D | -5.0% | +17.5% | -22.6% | -6.0% |
| 30D | +3.0% | +21.3% | -18.3% | +1.6% |
| 3M | +22.6% | +3.1% | +19.5% | +21.5% |
| 6M | +31.2% | +81.7% | -50.5% | +22.7% |
| YTD | +63.7% | +115.9% | -52.2% | +50.0% |
| 1Y | +78.5% | +157.8% | -79.3% | +59.9% |
| All | +41.7% | +546.3% | -504.6% | -0.2% |
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