+8,131.0%
TMO vs SMTC
+69,847.7%
-61,716.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -0.5% | +22.5% | -22.9% | -2.8% |
| 30D | +1.0% | +24.9% | -23.9% | -2.0% |
| 3M | +22.7% | +4.1% | +18.6% | +20.3% |
| 6M | +19.0% | +92.6% | -73.5% | +7.7% |
| YTD | +4.7% | +122.5% | -117.7% | -7.0% |
| 1Y | +26.0% | +166.2% | -140.2% | +9.1% |
| 3Y | +18.0% | +577.2% | -559.2% | -13.5% |
| 5Y | +8.0% | +119.0% | -111.0% | -11.9% |
| 10Y | +333.8% | +527.9% | -194.1% | +207.5% |
| All | +8,131.0% | +69,847.7% | -61,716.7% | +4,422.5% |
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