+19.6%
TMO vs SMTC
+579.3%
-559.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.7% |
| 7D | -0.6% | +13.1% | -13.7% | -1.7% |
| 30D | +1.1% | +19.5% | -18.3% | -0.7% |
| 3M | +28.3% | +2.2% | +26.1% | +26.9% |
| 6M | +23.3% | +94.9% | -71.6% | +12.7% |
| YTD | +5.5% | +127.0% | -121.5% | -5.5% |
| 1Y | +24.5% | +174.6% | -150.0% | +8.8% |
| 3Y | +19.6% | +615.9% | -596.4% | -13.4% |
| All | +19.6% | +579.3% | -559.7% | -13.4% |
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