+44.6%
SMCI vs TNA
+101.9%
-57.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.7% |
| 7D | +1.3% | -7.3% | +8.6% | +5.7% |
| 30D | +6.6% | -14.2% | +20.8% | +16.3% |
| 3M | +25.4% | -4.6% | +30.0% | +29.5% |
| 6M | +26.1% | +36.9% | -10.8% | +10.3% |
| YTD | +37.0% | +42.5% | -5.5% | +17.0% |
| 1Y | -8.8% | +45.8% | -54.5% | -23.9% |
| 3Y | +44.6% | +104.7% | -60.1% | -6.9% |
| All | +44.6% | +101.9% | -57.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling