+980.0%
SMCI vs TSEM
+617.3%
+362.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.6% |
| 7D | +1.3% | -4.9% | +6.2% | +3.5% |
| 30D | +6.6% | -18.7% | +25.4% | +16.1% |
| 3M | +25.4% | -18.1% | +43.6% | +34.6% |
| 6M | +26.1% | +77.1% | -51.0% | -7.5% |
| YTD | +37.0% | +80.1% | -43.1% | -3.4% |
| 1Y | -8.8% | +220.4% | -229.1% | -52.9% |
| 3Y | +44.6% | +650.1% | -605.5% | -50.1% |
| All | +980.0% | +617.3% | +362.7% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 5y: compounded portfolio wealth divided by compounded TSEM 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…
5y analysis · Full analysis span regression · 6 months rolling