+1,770.3%
SMCI vs TDY
+479.2%
+1,291.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.1% | +6.4% |
| 7D | +1.3% | -1.1% | +2.4% | +2.1% |
| 30D | +6.6% | -12.0% | +18.7% | +16.4% |
| 3M | +25.4% | -3.2% | +28.6% | +28.7% |
| 6M | +26.1% | -7.9% | +34.0% | +36.5% |
| YTD | +37.0% | +18.2% | +18.8% | +25.8% |
| 1Y | -8.8% | +6.7% | -15.4% | -10.5% |
| 3Y | +44.6% | +47.5% | -2.9% | +13.3% |
| 5Y | +995.9% | +39.5% | +956.4% | +787.6% |
| All | +1,770.3% | +479.2% | +1,291.1% | +547.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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