-29.4%
TSCO vs SMTC
+70.8%
-100.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -12.9% | +17.1% | +3.7% |
| 7D | +15.7% | -24.5% | +40.2% | +14.7% |
| 30D | +16.4% | -42.5% | +58.9% | +15.4% |
| 3M | +11.2% | -14.1% | +25.3% | +10.2% |
| 6M | +14.9% | +3.6% | +11.3% | +10.0% |
| YTD | -25.4% | +50.6% | -76.0% | -30.7% |
| 1Y | -29.4% | +72.2% | -101.6% | -35.7% |
| All | -29.4% | +70.8% | -100.2% | -35.7% |
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