+81.4%
SMCI vs TLN
+602.5%
-521.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | -0.1% |
| 7D | +9.7% | +10.9% | -1.2% | +2.7% |
| 30D | +29.3% | -6.3% | +35.6% | +34.3% |
| 3M | -8.5% | -10.7% | +2.2% | -1.1% |
| 6M | +28.6% | +1.6% | +27.0% | +33.3% |
| YTD | +37.5% | -13.1% | +50.6% | +50.3% |
| 1Y | +0.5% | -15.1% | +15.6% | +10.3% |
| 3Y | +43.4% | +495.0% | -451.6% | -52.4% |
| All | +81.4% | +602.5% | -521.1% | -46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling