+921.6%
SMCI vs TFC
+14.0%
+907.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.2% |
| 7D | -1.3% | -2.5% | +1.2% | -0.1% |
| 30D | +18.3% | -2.8% | +21.1% | +19.9% |
| 3M | +27.7% | +2.1% | +25.6% | +25.5% |
| 6M | +17.6% | +10.1% | +7.5% | +11.0% |
| YTD | +27.7% | +5.4% | +22.3% | +23.3% |
| 1Y | -14.9% | +16.3% | -31.2% | -21.9% |
| 3Y | +33.2% | +95.9% | -62.7% | -7.5% |
| 5Y | +921.6% | +16.0% | +905.6% | +819.1% |
| All | +921.6% | +14.0% | +907.6% | +819.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling