+158.5%
TRV vs SMTC
+112.1%
+46.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.6% |
| 7D | -1.5% | +17.5% | -19.0% | -1.7% |
| 30D | -1.8% | +21.3% | -23.1% | -2.1% |
| 3M | +21.6% | +3.1% | +18.4% | +21.4% |
| 6M | +22.5% | +81.7% | -59.2% | +20.3% |
| YTD | +28.1% | +115.9% | -87.8% | +25.2% |
| 1Y | +37.0% | +157.8% | -120.8% | +33.0% |
| 3Y | +141.9% | +557.3% | -415.4% | +120.6% |
| 5Y | +158.5% | +114.7% | +43.8% | +147.6% |
| All | +158.5% | +112.1% | +46.4% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling