+364.1%
TTD vs SMTC
+486.5%
-122.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.6% | +1.7% |
| 7D | -7.4% | +17.5% | -24.9% | -13.2% |
| 30D | +3.0% | +21.3% | -18.3% | -6.4% |
| 3M | -27.6% | +3.1% | -30.7% | -33.6% |
| 6M | -49.5% | +81.7% | -131.2% | -65.2% |
| YTD | -63.2% | +115.9% | -179.1% | -76.9% |
| 1Y | -69.7% | +157.8% | -227.5% | -83.0% |
| 3Y | -83.3% | +557.3% | -640.6% | -95.9% |
| 5Y | -80.8% | +114.7% | -195.5% | -90.4% |
| All | +364.1% | +486.5% | -122.4% | +40.5% |
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