+4,664.2%
SMCI vs TMF
-72.0%
+4,736.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.6% |
| 7D | -6.6% | -9.3% | +2.7% | -7.7% |
| 30D | -24.9% | +1.9% | -26.8% | -24.7% |
| 3M | -31.4% | -11.2% | -20.2% | -32.2% |
| 6M | -16.0% | -17.7% | +1.7% | -17.9% |
| YTD | -8.2% | -24.5% | +16.3% | -11.5% |
| 1Y | -23.4% | -29.4% | +6.0% | -26.8% |
| 3Y | +5.0% | -33.4% | +38.5% | +0.9% |
| 5Y | +515.0% | -88.7% | +603.7% | +331.0% |
| 10Y | +953.7% | -82.5% | +1,036.2% | +811.8% |
| All | +4,664.2% | -72.0% | +4,736.2% | +5,745.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling