+50,177.5%
TSCO vs SMTC
+62,976.7%
-12,799.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.0% | -9.1% | -0.5% |
| 7D | +1.7% | +22.9% | -21.3% | -1.2% |
| 30D | +2.8% | +16.6% | -13.8% | +0.1% |
| 3M | +17.9% | +2.4% | +15.5% | +15.4% |
| 6M | -28.6% | +98.3% | -126.9% | -37.0% |
| YTD | -28.0% | +120.7% | -148.7% | -37.7% |
| 1Y | -39.9% | +168.3% | -208.1% | -49.7% |
| 3Y | -14.0% | +571.7% | -585.7% | -42.6% |
| 5Y | -2.9% | +114.0% | -116.9% | -25.2% |
| 10Y | +199.5% | +497.0% | -297.5% | +89.7% |
| All | +50,177.5% | +62,976.7% | -12,799.3% | +32,030.1% |
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