-35.6%
SMCI vs TMO
+21.2%
-56.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | -6.4% |
| 7D | -21.3% | -4.5% | -16.8% | -19.3% |
| 30D | -37.7% | +3.1% | -40.8% | -38.2% |
| 3M | -10.7% | +17.2% | -27.9% | -17.3% |
| 6M | -2.7% | +45.3% | -48.0% | -22.2% |
| YTD | -7.5% | +17.1% | -24.6% | -16.3% |
| 1Y | -35.6% | +19.7% | -55.2% | -42.8% |
| All | -35.6% | +21.2% | -56.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling