+1,297.6%
TNA vs SMTC
+1,650.5%
-352.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.0% | -11.3% | -9.7% |
| 7D | +4.1% | +22.9% | -18.9% | -13.8% |
| 30D | -7.6% | +16.6% | -24.3% | -23.4% |
| 3M | +8.1% | +2.4% | +5.7% | -7.6% |
| 6M | +49.0% | +98.3% | -49.3% | -33.9% |
| YTD | +51.7% | +120.7% | -69.0% | -40.1% |
| 1Y | +59.6% | +168.3% | -108.6% | -49.6% |
| 3Y | +118.9% | +571.7% | -452.8% | -85.5% |
| 5Y | -19.2% | +114.0% | -133.2% | -81.3% |
| 10Y | +77.2% | +497.0% | -419.8% | -87.9% |
| All | +1,297.6% | +1,650.5% | -352.8% | -81.8% |
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 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