-54.3%
TSLL vs SMTC
+50.9%
-105.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.7% | -4.1% | +3.0% |
| 7D | -21.2% | -19.0% | -2.2% | -13.7% |
| 30D | -13.3% | -46.7% | +33.4% | +11.2% |
| 3M | +15.4% | -23.4% | +38.8% | +22.4% |
| 6M | -34.2% | -13.4% | -20.8% | -34.1% |
| YTD | -52.9% | +40.1% | -93.0% | -63.1% |
| 1Y | -54.3% | +47.7% | -102.0% | -67.5% |
| All | -54.3% | +50.9% | -105.3% | -67.5% |
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