+443.1%
TTMI vs SMTC
+169.2%
+273.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.2% | -0.4% | +4.6% |
| 7D | +5.9% | +12.7% | -6.9% | +0.3% |
| 30D | -4.3% | +22.0% | -26.3% | -12.9% |
| 3M | -32.0% | -12.7% | -19.4% | -27.6% |
| 6M | +19.5% | +64.8% | -45.3% | -4.9% |
| YTD | +82.0% | +100.7% | -18.7% | +32.6% |
| 1Y | +172.6% | +146.9% | +25.7% | +81.0% |
| 3Y | +744.7% | +456.8% | +287.8% | +200.8% |
| 5Y | +805.6% | +89.2% | +716.3% | +393.1% |
| 10Y | +1,057.6% | +426.9% | +630.7% | +229.6% |
| All | +443.1% | +169.2% | +273.9% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling