+20.6%
TSM vs SMTC
+56.1%
-35.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.2% | -6.4% | +0.3% |
| 7D | +2.7% | +12.7% | -10.0% | -0.7% |
| 30D | +3.6% | +22.0% | -18.4% | -3.3% |
| 3M | -3.4% | -12.7% | +9.3% | -2.3% |
| 6M | +20.6% | +64.8% | -44.2% | +5.1% |
| All | +20.6% | +56.1% | -35.4% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling