-80.6%
TTD vs SMTC
+110.0%
-190.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.0% | -12.8% | -5.2% |
| 7D | +1.7% | +22.9% | -21.2% | -3.5% |
| 30D | +1.6% | +16.6% | -15.0% | -3.7% |
| 3M | -27.8% | +2.4% | -30.3% | -31.4% |
| 6M | -52.1% | +98.3% | -150.4% | -64.2% |
| YTD | -63.1% | +120.7% | -183.7% | -73.6% |
| 1Y | -73.1% | +168.3% | -241.3% | -82.4% |
| 3Y | -83.3% | +571.7% | -655.0% | -94.3% |
| 5Y | -80.6% | +114.0% | -194.6% | -82.7% |
| All | -80.6% | +110.0% | -190.7% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling