+123.0%
TT vs SMTC
+514.4%
-391.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | -0.5% |
| 7D | 0.0% | +12.7% | -12.7% | -1.8% |
| 30D | -7.2% | +22.0% | -29.1% | -10.3% |
| 3M | -3.0% | -12.7% | +9.7% | -2.4% |
| 6M | +1.4% | +64.8% | -63.4% | -7.9% |
| YTD | +15.9% | +100.7% | -84.8% | +2.2% |
| 1Y | +9.4% | +146.9% | -137.5% | -6.7% |
| All | +123.0% | +514.4% | -391.4% | +64.3% |
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