+341.5%
TSM vs SMTC
+696.5%
-355.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.8% | -9.3% | -0.1% |
| 7D | -2.5% | -4.8% | +2.3% | -1.7% |
| 30D | -14.3% | -37.8% | +23.6% | -3.5% |
| 3M | -7.2% | -16.5% | +9.2% | -5.2% |
| 6M | -5.1% | -4.4% | -0.7% | -8.1% |
| YTD | +28.9% | +58.0% | -29.1% | +7.3% |
| 1Y | +37.1% | +62.0% | -24.9% | +13.0% |
| 3Y | +341.5% | +745.7% | -404.2% | +112.6% |
| All | +341.5% | +696.5% | -355.0% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling