+56.7%
TOST vs SMTC
+463.0%
-406.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.2% | -1.3% |
| 7D | -3.4% | +12.7% | -16.2% | -5.2% |
| 30D | -2.4% | +22.0% | -24.4% | -6.3% |
| 3M | +34.6% | -12.7% | +47.3% | +34.7% |
| 6M | +15.2% | +64.8% | -49.6% | -0.8% |
| YTD | -4.4% | +100.7% | -105.1% | -21.7% |
| 1Y | -17.4% | +146.9% | -164.3% | -36.1% |
| All | +56.7% | +463.0% | -406.3% | -21.0% |
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