+19.3%
TPR vs SMTC
+70.8%
-51.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.9% | +16.5% | +4.3% |
| 7D | +12.6% | -24.5% | +37.1% | +14.6% |
| 30D | +7.1% | -42.5% | +49.6% | +11.4% |
| 3M | -19.4% | -14.1% | -5.3% | -20.3% |
| 6M | -9.7% | +3.6% | -13.3% | -16.4% |
| YTD | -1.0% | +50.6% | -51.6% | -16.7% |
| 1Y | +19.3% | +72.2% | -52.9% | -2.6% |
| All | +19.3% | +70.8% | -51.5% | -2.6% |
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