-16.0%
SMCI vs TMF
-18.1%
+2.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | +0.2% |
| 7D | -6.6% | -9.3% | +2.7% | -2.6% |
| 30D | -24.9% | +1.9% | -26.8% | -26.7% |
| 3M | -31.4% | -11.2% | -20.2% | -24.5% |
| 6M | -16.0% | -17.7% | +1.7% | -8.1% |
| All | -16.0% | -18.1% | +2.0% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling