+14,178.8%
TT vs SMTC
+43,936.3%
-29,757.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.7% | -10.4% | +0.7% |
| 7D | -2.0% | -19.0% | +17.0% | +0.4% |
| 30D | -14.0% | -46.7% | +32.7% | -7.3% |
| 3M | -15.9% | -23.4% | +7.6% | -14.1% |
| 6M | -17.3% | -13.4% | -3.9% | -17.9% |
| YTD | +4.0% | +40.1% | -36.1% | -3.7% |
| 1Y | -7.1% | +47.7% | -54.8% | -14.7% |
| 3Y | +90.2% | +606.9% | -516.7% | +35.0% |
| 5Y | +131.1% | +14.4% | +116.7% | +100.5% |
| 10Y | +777.7% | +322.5% | +455.2% | +531.7% |
| All | +14,178.8% | +43,936.3% | -29,757.4% | +7,741.9% |
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