+416.5%
TPR vs SMTC
+597.8%
-181.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.7% | -13.8% | -2.7% |
| 7D | +14.2% | -19.0% | +33.2% | +16.7% |
| 30D | +17.1% | -46.7% | +63.8% | +26.6% |
| 3M | -17.7% | -23.4% | +5.7% | -17.1% |
| 6M | -10.2% | -13.4% | +3.2% | -13.6% |
| YTD | +4.9% | +40.1% | -35.2% | -9.2% |
| 1Y | +36.1% | +47.7% | -11.5% | +16.4% |
| 3Y | +416.5% | +606.9% | -190.5% | +198.9% |
| All | +416.5% | +597.8% | -181.4% | +198.9% |
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