+75.4%
SMCI vs TLN
+589.3%
-513.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.1% |
| 7D | +5.2% | +5.8% | -0.6% | +1.5% |
| 30D | +23.7% | -6.9% | +30.6% | +29.0% |
| 3M | -4.2% | -10.9% | +6.7% | +3.7% |
| 6M | +21.7% | -4.6% | +26.3% | +30.8% |
| YTD | +33.0% | -14.7% | +47.7% | +47.1% |
| 1Y | -9.3% | -17.9% | +8.6% | +1.6% |
| 3Y | +38.7% | +483.9% | -445.2% | -53.4% |
| All | +75.4% | +589.3% | -513.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling