-51.7%
TSLL vs SMTC
+111.6%
-163.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +2.3% |
| 7D | -11.0% | -10.9% | -0.1% | -4.9% |
| 30D | -5.3% | -39.4% | +34.1% | +21.8% |
| 3M | +20.8% | -13.5% | +34.4% | +22.2% |
| 6M | -36.0% | -6.8% | -29.2% | -39.1% |
| YTD | -47.3% | +54.0% | -101.3% | -63.6% |
| 1Y | -48.4% | +50.8% | -99.2% | -64.1% |
| 3Y | -5.4% | +677.3% | -682.8% | -74.0% |
| All | -51.7% | +111.6% | -163.3% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling