+967.2%
SMCI vs TMF
-88.0%
+1,055.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.1% |
| 7D | +5.2% | -0.9% | +6.1% | +5.4% |
| 30D | +23.7% | -1.0% | +24.7% | +23.9% |
| 3M | -4.2% | -11.3% | +7.1% | -2.7% |
| 6M | +21.7% | -22.7% | +44.4% | +25.9% |
| YTD | +33.0% | -17.3% | +50.4% | +36.6% |
| 1Y | -9.3% | -22.5% | +13.2% | -6.3% |
| 3Y | +38.7% | -43.2% | +81.9% | +44.1% |
| 5Y | +967.2% | -88.3% | +1,055.5% | +915.0% |
| All | +967.2% | -88.0% | +1,055.1% | +915.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling