+500.3%
TTD vs SMTC
+351.6%
+148.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -1.6% |
| 7D | +20.8% | +30.5% | -9.7% | +10.3% |
| 30D | +27.1% | -30.9% | +58.0% | +40.0% |
| 3M | +14.7% | -14.7% | +29.4% | +12.4% |
| 6M | -26.8% | -9.6% | -17.3% | -35.3% |
| YTD | -59.2% | +62.1% | -121.3% | -73.1% |
| 1Y | -64.7% | +66.6% | -131.3% | -77.2% |
| 3Y | -75.8% | +718.1% | -793.9% | -95.2% |
| 5Y | -84.6% | +32.8% | -117.4% | -90.9% |
| All | +500.3% | +351.6% | +148.7% | +89.2% |
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