+893.7%
TT vs SMTC
+493.3%
+400.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.0% | -10.4% | -2.3% |
| 7D | +1.6% | +22.9% | -21.4% | -2.6% |
| 30D | -7.3% | +16.6% | -24.0% | -10.7% |
| 3M | -2.6% | +2.4% | -5.0% | -4.9% |
| 6M | +5.9% | +98.3% | -92.4% | -10.8% |
| YTD | +15.4% | +120.7% | -105.3% | -5.2% |
| 1Y | +8.2% | +168.3% | -160.0% | -15.3% |
| 3Y | +122.7% | +571.7% | -449.1% | +27.4% |
| 5Y | +145.0% | +114.0% | +31.0% | +79.9% |
| 10Y | +893.7% | +497.0% | +396.7% | +418.5% |
| All | +893.7% | +493.3% | +400.4% | +418.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling