+5.0%
TSLL vs SMTC
-27.8%
+32.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -17.5% | -4.4% | -16.7% |
| 7D | -28.9% | -35.0% | +6.1% | -21.3% |
| 30D | -21.4% | -53.6% | +32.1% | -12.4% |
| 3M | +5.0% | -24.5% | +29.5% | +24.2% |
| All | +5.0% | -27.8% | +32.8% | +24.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling