+10.6%
TMO vs SMTC
+122.8%
-112.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.5% |
| 7D | -0.6% | +13.1% | -13.7% | -2.1% |
| 30D | +1.1% | +19.5% | -18.3% | -1.3% |
| 3M | +28.3% | +2.2% | +26.1% | +26.3% |
| 6M | +23.3% | +94.9% | -71.6% | +9.9% |
| YTD | +5.5% | +127.0% | -121.5% | -8.3% |
| 1Y | +24.5% | +174.6% | -150.0% | +4.7% |
| 3Y | +19.6% | +615.9% | -596.4% | -21.5% |
| All | +10.6% | +122.8% | -112.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling