-46.0%
TSLL vs SMTC
+70.8%
-116.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -12.9% | +6.6% | -1.2% |
| 7D | -9.4% | -24.5% | +15.1% | +0.7% |
| 30D | +1.6% | -42.5% | +44.0% | +25.0% |
| 3M | +29.4% | -14.1% | +43.5% | +28.4% |
| 6M | -20.1% | +3.6% | -23.7% | -26.3% |
| YTD | -44.5% | +50.6% | -95.1% | -58.3% |
| 1Y | -46.0% | +72.2% | -118.3% | -66.2% |
| All | -46.0% | +70.8% | -116.9% | -66.2% |
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