+150.0%
TOST vs SMTC
+690.9%
-540.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.4% |
| 7D | +3.0% | -10.9% | +13.9% | +3.7% |
| 30D | +10.3% | -39.4% | +49.7% | +15.8% |
| 3M | -3.3% | -13.5% | +10.3% | -4.5% |
| 6M | +37.8% | -6.8% | +44.6% | +29.6% |
| YTD | -2.8% | +54.0% | -56.8% | -19.2% |
| 1Y | -9.6% | +50.8% | -60.4% | -24.8% |
| All | +150.0% | +690.9% | -540.9% | +21.7% |
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