+1,815.4%
TSM vs SMTC
+504.7%
+1,310.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +4.8% | +22.5% | -17.7% | -2.3% |
| 30D | +4.0% | +24.9% | -20.9% | -4.6% |
| 3M | +2.0% | +4.1% | -2.1% | -2.0% |
| 6M | +25.5% | +92.6% | -67.1% | -4.7% |
| YTD | +44.0% | +122.5% | -78.5% | +3.6% |
| 1Y | +75.4% | +166.2% | -90.8% | +17.2% |
| 3Y | +406.7% | +577.2% | -170.4% | +100.0% |
| 5Y | +285.0% | +119.0% | +166.0% | +132.6% |
| 10Y | +1,815.4% | +527.9% | +1,287.5% | +628.1% |
| All | +1,815.4% | +504.7% | +1,310.7% | +628.1% |
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