+1,770.3%
SMCI vs TDG
+547.7%
+1,222.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +6.7% |
| 7D | +1.3% | -1.9% | +3.2% | +2.3% |
| 30D | +6.6% | -7.7% | +14.3% | +10.8% |
| 3M | +25.4% | -9.3% | +34.8% | +30.5% |
| 6M | +26.1% | -9.4% | +35.5% | +32.0% |
| YTD | +37.0% | -14.3% | +51.3% | +46.5% |
| 1Y | -8.8% | -11.8% | +3.1% | -4.1% |
| 3Y | +44.6% | +52.0% | -7.4% | +16.4% |
| 5Y | +995.9% | +128.8% | +867.1% | +633.7% |
| All | +1,770.3% | +547.7% | +1,222.7% | +824.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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