+1,770.3%
SMCI vs TFC
+98.7%
+1,671.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.1% | +7.2% |
| 7D | +1.3% | -2.4% | +3.7% | +2.4% |
| 30D | +6.6% | -3.4% | +10.0% | +8.2% |
| 3M | +25.4% | +0.4% | +25.0% | +24.4% |
| 6M | +26.1% | +12.7% | +13.5% | +18.4% |
| YTD | +37.0% | +5.6% | +31.4% | +32.6% |
| 1Y | -8.8% | +16.0% | -24.8% | -15.7% |
| 3Y | +44.6% | +94.0% | -49.4% | +3.8% |
| 5Y | +995.9% | +16.2% | +979.8% | +864.4% |
| All | +1,770.3% | +98.7% | +1,671.6% | +1,042.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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