-2.7%
SMCI vs TMO
+27.8%
-30.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.9% |
| 7D | +6.8% | -1.4% | +8.1% | +7.4% |
| 30D | +30.6% | +6.2% | +24.4% | +26.5% |
| 3M | -15.6% | +27.5% | -43.0% | -26.7% |
| 6M | +21.3% | +20.0% | +1.3% | +8.1% |
| YTD | +35.3% | +6.1% | +29.1% | +28.4% |
| 1Y | -2.7% | +25.8% | -28.6% | -15.5% |
| All | -2.7% | +27.8% | -30.5% | -15.5% |
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