+396.5%
TTMI vs SMTC
+333.2%
+63.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -1.1% |
| 7D | +11.4% | +11.0% | +0.4% | +6.8% |
| 30D | -28.3% | -28.5% | +0.2% | -16.0% |
| 3M | -46.7% | -14.2% | -32.4% | -42.0% |
| 6M | -56.1% | -18.0% | -38.1% | -51.2% |
| YTD | +7.4% | +55.5% | -48.1% | -5.8% |
| 1Y | +17.4% | +69.5% | -52.1% | +0.6% |
| 3Y | +429.1% | +699.7% | -270.5% | +115.2% |
| 5Y | +418.8% | +27.4% | +391.4% | +315.0% |
| All | +396.5% | +333.2% | +63.3% | +142.1% |
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