+35.7%
TSM vs SMTC
+53.1%
-17.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.6% | +2.8% |
| 7D | -2.1% | -10.9% | +8.9% | +0.6% |
| 30D | -12.5% | -39.4% | +26.9% | -0.2% |
| 3M | -5.0% | -13.5% | +8.5% | -4.0% |
| 6M | -3.2% | -6.8% | +3.6% | -5.5% |
| YTD | +31.5% | +54.0% | -22.5% | +6.2% |
| 1Y | +35.7% | +50.8% | -15.1% | +9.9% |
| All | +35.7% | +53.1% | -17.4% | +9.9% |
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