+4,477.6%
SMCI vs TMO
+1,293.9%
+3,183.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.7% |
| 7D | +1.3% | -0.6% | +1.9% | +1.6% |
| 30D | +6.6% | +1.1% | +5.5% | +5.7% |
| 3M | +25.4% | +28.3% | -2.9% | +8.1% |
| 6M | +26.1% | +23.3% | +2.9% | +11.4% |
| YTD | +37.0% | +5.5% | +31.5% | +31.6% |
| 1Y | -8.8% | +24.5% | -33.3% | -20.2% |
| 3Y | +44.6% | +19.6% | +25.0% | +25.3% |
| 5Y | +995.9% | +8.1% | +987.8% | +888.7% |
| 10Y | +1,801.4% | +336.7% | +1,464.6% | +616.2% |
| All | +4,477.6% | +1,293.9% | +3,183.8% | +886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling