+34.8%
SMCI vs TFC
+92.6%
-57.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.2% |
| 7D | -1.3% | -2.5% | +1.2% | 0.0% |
| 30D | +18.3% | -2.8% | +21.1% | +20.1% |
| 3M | +27.7% | +2.1% | +25.6% | +25.2% |
| 6M | +17.6% | +10.1% | +7.5% | +9.7% |
| YTD | +27.7% | +5.4% | +22.3% | +22.5% |
| 1Y | -14.9% | +16.3% | -31.2% | -23.1% |
| All | +34.8% | +92.6% | -57.8% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling