-2.3%
TT vs SMTC
+57.1%
-59.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.8% | -8.1% | +2.4% |
| 7D | +1.7% | -4.8% | +6.6% | +2.0% |
| 30D | -11.8% | -37.8% | +26.0% | -5.6% |
| 3M | -12.6% | -16.5% | +3.9% | -11.6% |
| 6M | -9.4% | -4.4% | -5.0% | -12.1% |
| YTD | +8.8% | +58.0% | -49.2% | -6.1% |
| All | -2.3% | +57.1% | -59.4% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling