-23.4%
TSLL vs SMTC
+154.8%
-178.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +9.2% | -21.1% | -15.4% |
| 7D | +1.9% | +12.7% | -10.8% | -3.4% |
| 30D | +17.8% | +22.0% | -4.2% | +4.1% |
| 3M | -37.0% | -12.7% | -24.3% | -35.2% |
| 6M | -37.7% | +64.8% | -102.4% | -50.9% |
| YTD | -51.4% | +100.7% | -152.1% | -64.6% |
| 1Y | -23.4% | +146.9% | -170.2% | -44.5% |
| All | -23.4% | +154.8% | -178.1% | -44.5% |
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 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