+104.7%
TNA vs SMTC
+579.3%
-474.6%
-65.8%
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% | -1.1% |
| 7D | -7.3% | +13.1% | -20.4% | -12.5% |
| 30D | -14.2% | +19.5% | -33.6% | -22.2% |
| 3M | -4.6% | +2.2% | -6.8% | -10.0% |
| 6M | +36.9% | +94.9% | -57.9% | -6.1% |
| YTD | +42.5% | +127.0% | -84.4% | -9.3% |
| 1Y | +45.8% | +174.6% | -128.8% | -15.9% |
| 3Y | +104.7% | +615.9% | -511.3% | -44.0% |
| All | +104.7% | +579.3% | -474.6% | -44.0% |
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