+181.2%
TSCO vs SMTC
+548.2%
-367.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -2.1% |
| 7D | -5.7% | +13.1% | -18.7% | -7.0% |
| 30D | -8.8% | +19.5% | -28.2% | -11.1% |
| 3M | +6.3% | +2.2% | +4.1% | +4.6% |
| 6M | -32.3% | +94.9% | -127.1% | -39.5% |
| YTD | -32.7% | +127.0% | -159.6% | -41.4% |
| 1Y | -43.7% | +174.6% | -218.2% | -52.5% |
| 3Y | -19.7% | +615.9% | -635.6% | -48.7% |
| 5Y | -11.6% | +125.6% | -137.2% | -30.0% |
| All | +181.2% | +548.2% | -367.0% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling