+4,344.1%
SMCI vs TFC
+157.0%
+4,187.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +5.2% | -1.3% | +6.5% | +5.8% |
| 30D | +23.7% | -2.3% | +26.1% | +25.0% |
| 3M | -4.2% | +2.5% | -6.7% | -5.8% |
| 6M | +21.7% | +9.5% | +12.3% | +16.2% |
| YTD | +33.0% | +5.1% | +27.9% | +29.4% |
| 1Y | -9.3% | +15.5% | -24.8% | -15.5% |
| 3Y | +38.7% | +95.2% | -56.5% | +1.6% |
| 5Y | +967.2% | +14.5% | +952.7% | +852.7% |
| 10Y | +1,745.9% | +97.2% | +1,648.7% | +1,119.1% |
| All | +4,344.1% | +157.0% | +4,187.1% | +2,448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling