+377.9%
TPR vs SMTC
+312.8%
+65.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.7% | -13.8% | -4.4% |
| 7D | +14.2% | -19.0% | +33.2% | +19.0% |
| 30D | +17.1% | -46.7% | +63.8% | +35.4% |
| 3M | -17.7% | -23.4% | +5.7% | -16.6% |
| 6M | -10.2% | -13.4% | +3.2% | -16.2% |
| YTD | +4.9% | +40.1% | -35.2% | -18.1% |
| 1Y | +36.1% | +47.7% | -11.5% | +3.8% |
| 3Y | +416.5% | +606.9% | -190.5% | +74.7% |
| 5Y | +254.8% | +14.4% | +240.4% | +154.2% |
| All | +377.9% | +312.8% | +65.1% | +108.1% |
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