+1,643.5%
SMCI vs TMF
-86.4%
+1,729.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -4.0% |
| 7D | -1.3% | -4.8% | +3.5% | -1.3% |
| 30D | +18.3% | -4.9% | +23.2% | +18.3% |
| 3M | +27.7% | -13.4% | +41.1% | +27.7% |
| 6M | +17.6% | -23.0% | +40.6% | +17.3% |
| YTD | +27.7% | -20.2% | +47.9% | +27.5% |
| 1Y | -14.9% | -26.5% | +11.6% | -15.1% |
| 3Y | +33.2% | -45.2% | +78.4% | +30.8% |
| 5Y | +921.6% | -88.4% | +1,010.0% | +737.1% |
| All | +1,643.5% | -86.4% | +1,729.9% | +1,423.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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