+318.5%
TPR vs SMTC
+434.3%
-115.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -2.7% |
| 7D | -2.3% | +12.7% | -15.0% | -5.9% |
| 30D | -23.0% | +22.0% | -44.9% | -28.6% |
| 3M | -12.5% | -12.7% | +0.2% | -12.6% |
| 6M | -21.4% | +64.8% | -86.2% | -37.7% |
| YTD | -3.5% | +100.7% | -104.2% | -28.8% |
| 1Y | +17.4% | +146.9% | -129.5% | -20.4% |
| 3Y | +291.3% | +456.8% | -165.6% | +57.7% |
| 5Y | +241.9% | +89.2% | +152.7% | +115.1% |
| All | +318.5% | +434.3% | -115.8% | +65.7% |
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 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