+397.0%
TSM vs SMTC
+514.4%
-117.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.2% | -6.4% | +0.5% |
| 7D | +2.7% | +12.7% | -10.0% | -0.5% |
| 30D | +3.6% | +22.0% | -18.4% | -2.6% |
| 3M | -3.4% | -12.7% | +9.3% | -1.8% |
| 6M | +20.6% | +64.8% | -44.2% | +2.6% |
| YTD | +41.9% | +100.7% | -58.8% | +14.6% |
| 1Y | +84.4% | +146.9% | -62.5% | +40.4% |
| All | +397.0% | +514.4% | -117.4% | +175.8% |
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 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