+43.4%
SMCI vs TMF
-42.4%
+85.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +9.7% | +1.0% | +8.7% | +9.4% |
| 30D | +29.3% | -1.8% | +31.2% | +29.9% |
| 3M | -8.5% | -8.2% | -0.2% | -6.3% |
| 6M | +28.6% | -19.5% | +48.1% | +37.1% |
| YTD | +37.5% | -16.0% | +53.5% | +45.0% |
| 1Y | +0.5% | -22.5% | +23.0% | +7.7% |
| 3Y | +43.4% | -42.3% | +85.7% | +56.9% |
| All | +43.4% | -42.4% | +85.8% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling