+873.0%
TTMI vs SMTC
+565.9%
+307.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -4.3% |
| 7D | +7.5% | +22.5% | -15.0% | -0.7% |
| 30D | -4.5% | +24.9% | -29.4% | -12.4% |
| 3M | -28.5% | +4.1% | -32.6% | -30.0% |
| 6M | +28.4% | +92.6% | -64.2% | +3.0% |
| YTD | +80.1% | +122.5% | -42.4% | +39.3% |
| 1Y | +161.0% | +166.2% | -5.2% | +93.5% |
| All | +873.0% | +565.9% | +307.1% | +421.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling