-40.9%
TSCO vs SMTC
+154.8%
-195.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.1% | +1.1% |
| 7D | +0.8% | +12.7% | -12.0% | +0.7% |
| 30D | +5.5% | +22.0% | -16.5% | +5.2% |
| 3M | +20.0% | -12.7% | +32.6% | +20.2% |
| 6M | -29.8% | +64.8% | -94.6% | -33.1% |
| YTD | -28.7% | +100.7% | -129.3% | -32.6% |
| 1Y | -40.9% | +146.9% | -187.8% | -44.4% |
| All | -40.9% | +154.8% | -195.7% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling