-22.5%
TNA vs SMTC
+112.1%
-134.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.4% |
| 7D | -7.6% | +17.5% | -25.1% | -16.0% |
| 30D | -13.6% | +21.3% | -34.9% | -24.5% |
| 3M | +2.8% | +3.1% | -0.3% | -5.5% |
| 6M | +34.5% | +81.7% | -47.2% | -13.7% |
| YTD | +41.0% | +115.9% | -74.9% | -18.9% |
| 1Y | +52.0% | +157.8% | -105.8% | -22.8% |
| 3Y | +103.5% | +557.3% | -453.8% | -61.1% |
| 5Y | -22.5% | +114.7% | -137.2% | -45.8% |
| All | -22.5% | +112.1% | -134.7% | -45.8% |
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