+8,398.6%
TPR vs SMTC
+144.6%
+8,254.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.7% | -13.8% | -4.6% |
| 7D | +14.2% | -19.0% | +33.2% | +19.1% |
| 30D | +17.1% | -46.7% | +63.8% | +35.6% |
| 3M | -17.7% | -23.4% | +5.7% | -16.3% |
| 6M | -10.2% | -13.4% | +3.2% | -15.6% |
| YTD | +4.9% | +40.1% | -35.2% | -16.5% |
| 1Y | +36.1% | +47.7% | -11.5% | +6.1% |
| 3Y | +416.5% | +606.9% | -190.5% | +107.5% |
| 5Y | +254.8% | +14.4% | +240.4% | +143.9% |
| 10Y | +391.7% | +322.5% | +69.3% | +115.9% |
| All | +8,398.6% | +144.6% | +8,254.0% | +2,716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling