+13,634.3%
TSM vs SMTC
+1,602.3%
+12,032.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.2% | -6.4% | -0.8% |
| 7D | +2.7% | +12.7% | -10.0% | -2.2% |
| 30D | +3.6% | +22.0% | -18.4% | -6.1% |
| 3M | -3.4% | -12.7% | +9.3% | -1.4% |
| 6M | +20.6% | +64.8% | -44.2% | -8.1% |
| YTD | +41.9% | +100.7% | -58.8% | -0.8% |
| 1Y | +84.4% | +146.9% | -62.5% | +16.5% |
| 3Y | +380.2% | +456.8% | -76.6% | +72.7% |
| 5Y | +275.3% | +89.2% | +186.1% | +101.9% |
| 10Y | +1,751.4% | +426.9% | +1,324.5% | +469.1% |
| All | +13,634.3% | +1,602.3% | +12,032.0% | +2,362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling