-10.2%
TPR vs SMTC
-10.6%
+0.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.7% | -13.8% | -0.5% |
| 7D | +14.2% | -19.0% | +33.2% | +13.9% |
| 30D | +17.1% | -46.7% | +63.8% | +17.3% |
| 3M | -17.7% | -23.4% | +5.7% | -18.4% |
| 6M | -10.2% | -13.4% | +3.2% | -13.3% |
| All | -10.2% | -10.6% | +0.4% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling