+21.1%
SMCI vs TLN
+710.8%
-689.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +1.3% |
| 7D | -6.6% | +11.0% | -17.6% | -12.9% |
| 30D | -24.9% | +4.9% | -29.8% | -27.4% |
| 3M | -31.4% | +4.9% | -36.3% | -34.4% |
| 6M | -16.0% | +7.1% | -23.1% | -19.5% |
| YTD | -8.2% | +0.3% | -8.5% | -9.3% |
| 1Y | -23.4% | +5.9% | -29.3% | -27.3% |
| 3Y | +5.0% | +578.5% | -573.4% | -68.3% |
| All | +21.1% | +710.8% | -689.7% | -67.6% |
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