-52.1%
TSLL vs SMTC
+117.1%
-169.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.8% | -1.9% | +4.1% |
| 7D | -14.3% | -4.8% | -9.5% | -11.6% |
| 30D | -6.2% | -37.8% | +31.7% | +19.1% |
| 3M | +21.2% | -16.5% | +37.7% | +24.9% |
| 6M | -36.6% | -4.4% | -32.2% | -40.5% |
| YTD | -47.8% | +58.0% | -105.8% | -64.4% |
| 1Y | -45.2% | +62.0% | -107.2% | -63.3% |
| 3Y | -3.3% | +745.7% | -748.9% | -74.5% |
| All | -52.1% | +117.1% | -169.2% | -82.4% |
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