+1,124.0%
TTMI vs SMTC
+548.2%
+575.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +1.3% |
| 7D | +0.7% | +13.1% | -12.4% | -4.4% |
| 30D | -8.4% | +19.5% | -27.9% | -14.9% |
| 3M | -32.5% | +2.2% | -34.7% | -33.3% |
| 6M | +32.5% | +94.9% | -62.4% | +2.7% |
| YTD | +83.2% | +127.0% | -43.7% | +35.0% |
| 1Y | +161.7% | +174.6% | -12.9% | +80.6% |
| 3Y | +890.1% | +615.9% | +274.2% | +300.3% |
| 5Y | +832.4% | +125.6% | +706.8% | +469.8% |
| All | +1,124.0% | +548.2% | +575.8% | +364.5% |
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