+363.8%
SMCI vs TSLL
-49.5%
+413.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +3.4% | -14.7% | -12.0% |
| 7D | -0.3% | +33.0% | -33.3% | -6.4% |
| 30D | -30.9% | +7.7% | -38.6% | -32.3% |
| 3M | -28.2% | +34.7% | -63.0% | -33.4% |
| 6M | -17.7% | -31.5% | +13.8% | -14.0% |
| YTD | -7.8% | -42.4% | +34.6% | -1.3% |
| 1Y | -28.8% | -39.7% | +10.9% | -25.0% |
| 3Y | +1.5% | +3.4% | -1.9% | -19.5% |
| All | +363.8% | -49.5% | +413.3% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling