+4,344.1%
SMCI vs TSEM
+749.3%
+3,594.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.0% |
| 7D | +5.2% | +4.7% | +0.5% | +4.1% |
| 30D | +23.7% | -14.2% | +38.0% | +28.3% |
| 3M | -4.2% | -5.0% | +0.8% | -3.5% |
| 6M | +21.7% | +87.6% | -65.8% | +3.3% |
| YTD | +33.0% | +84.4% | -51.4% | +12.1% |
| 1Y | -9.3% | +235.4% | -244.7% | -33.7% |
| 3Y | +38.7% | +668.0% | -629.3% | -14.6% |
| 5Y | +967.2% | +644.7% | +322.4% | +554.3% |
| 10Y | +1,745.9% | +1,326.7% | +419.2% | +877.7% |
| All | +4,344.1% | +749.3% | +3,594.8% | +2,284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling