-17.4%
TOST vs SMTC
+154.8%
-172.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.2% | +0.3% |
| 7D | -3.4% | +12.7% | -16.2% | -3.2% |
| 30D | -2.4% | +22.0% | -24.4% | -2.2% |
| 3M | +34.6% | -12.7% | +47.3% | +35.5% |
| 6M | +15.2% | +64.8% | -49.6% | +7.9% |
| YTD | -4.4% | +100.7% | -105.1% | -13.1% |
| 1Y | -17.4% | +146.9% | -164.3% | -25.4% |
| All | -17.4% | +154.8% | -172.2% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling