+106.1%
TOST vs SMTC
+518.9%
-412.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -17.5% | +16.9% | +1.4% |
| 7D | +11.6% | -35.0% | +46.6% | +16.7% |
| 30D | +16.2% | -53.6% | +69.8% | +26.4% |
| 3M | +1.0% | -24.5% | +25.5% | +0.9% |
| 6M | +23.2% | -19.0% | +42.2% | +16.8% |
| YTD | -1.0% | +24.2% | -25.2% | -16.0% |
| 1Y | -9.9% | +35.6% | -45.5% | -25.4% |
| All | +106.1% | +518.9% | -412.8% | -14.4% |
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 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