+68.4%
SMCI vs TLN
+571.8%
-503.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -2.4% |
| 7D | -1.3% | +2.0% | -3.3% | -2.4% |
| 30D | +18.3% | -12.9% | +31.2% | +28.9% |
| 3M | +27.7% | -7.4% | +35.1% | +33.3% |
| 6M | +17.6% | -6.0% | +23.6% | +27.7% |
| YTD | +27.7% | -16.9% | +44.6% | +43.7% |
| 1Y | -14.9% | -22.6% | +7.8% | -1.0% |
| 3Y | +33.2% | +469.0% | -435.8% | -54.5% |
| All | +68.4% | +571.8% | -503.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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