-51.9%
TSLL vs SMTC
+203.2%
-255.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.0% | -2.1% | +2.6% |
| 7D | +5.8% | +22.9% | -17.2% | -6.0% |
| 30D | +21.7% | +16.6% | +5.1% | +7.9% |
| 3M | -28.2% | +2.4% | -30.6% | -32.8% |
| 6M | -29.5% | +98.3% | -127.7% | -55.4% |
| YTD | -47.5% | +120.7% | -168.2% | -69.3% |
| 1Y | -20.8% | +168.3% | -189.0% | -59.2% |
| 3Y | -26.7% | +571.7% | -598.4% | -79.0% |
| All | -51.9% | +203.2% | -255.1% | -84.8% |
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