-45.4%
TOST vs SMTC
+59.4%
-104.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.3% | -11.6% | -3.4% |
| 7D | -3.6% | +12.9% | -16.4% | -7.0% |
| 30D | +8.9% | -25.6% | +34.5% | +13.8% |
| 3M | -2.2% | -4.5% | +2.3% | -6.5% |
| 6M | +41.0% | -8.3% | +49.3% | +29.8% |
| YTD | -4.0% | +69.9% | -73.9% | -29.6% |
| 1Y | -9.6% | +73.9% | -83.5% | -34.7% |
| 3Y | +141.7% | +757.7% | -616.0% | -31.9% |
| 5Y | -29.5% | +38.7% | -68.2% | -30.2% |
| All | -45.4% | +59.4% | -104.9% | -51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling