-14.9%
SMCI vs TLN
-23.6%
+8.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.4% | -2.2% |
| 7D | -1.3% | +2.0% | -3.3% | -2.6% |
| 30D | +18.3% | -12.9% | +31.2% | +30.1% |
| 3M | +27.7% | -7.4% | +35.1% | +33.7% |
| 6M | +17.6% | -6.0% | +23.6% | +29.9% |
| YTD | +27.7% | -16.9% | +44.6% | +41.4% |
| All | -14.9% | -23.6% | +8.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling