+36.0%
TSM vs SMTC
+70.8%
-34.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.9% | +10.7% | +1.5% |
| 7D | -10.0% | -24.5% | +14.5% | -2.6% |
| 30D | -18.5% | -42.5% | +23.9% | -5.3% |
| 3M | -4.9% | -14.1% | +9.2% | -3.7% |
| 6M | -1.0% | +3.6% | -4.6% | -5.7% |
| YTD | +31.3% | +50.6% | -19.3% | +8.1% |
| 1Y | +36.0% | +72.2% | -36.2% | +6.8% |
| All | +36.0% | +70.8% | -34.8% | +6.8% |
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 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