+508.5%
TTD vs SMTC
+333.2%
+175.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +2.7% |
| 7D | +21.3% | +11.0% | +10.2% | +17.2% |
| 30D | +28.7% | -28.5% | +57.2% | +40.2% |
| 3M | +7.7% | -14.2% | +21.9% | +5.3% |
| 6M | -23.5% | -18.0% | -5.5% | -29.7% |
| YTD | -58.7% | +55.5% | -114.2% | -72.4% |
| 1Y | -63.4% | +69.5% | -133.0% | -76.7% |
| 3Y | -75.3% | +699.7% | -774.9% | -95.1% |
| 5Y | -84.4% | +27.4% | -111.8% | -90.6% |
| All | +508.5% | +333.2% | +175.2% | +94.4% |
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