+396.8%
TPR vs SMTC
+732.3%
-335.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.1% |
| 7D | -1.1% | +30.5% | -31.6% | -4.9% |
| 30D | +15.1% | -30.9% | +46.0% | +20.0% |
| 3M | -13.4% | -14.7% | +1.3% | -13.9% |
| 6M | +1.4% | -9.6% | +10.9% | -2.5% |
| YTD | +4.8% | +62.1% | -57.3% | -11.4% |
| 1Y | +29.2% | +66.6% | -37.4% | +8.3% |
| All | +396.8% | +732.3% | -335.5% | +163.1% |
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 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