+377.6%
SMCI vs TSLL
-53.8%
+431.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.0% |
| 7D | -11.5% | -11.0% | -0.4% | -9.6% |
| 30D | -33.6% | -5.3% | -28.3% | -33.1% |
| 3M | -11.7% | +20.8% | -32.5% | -16.1% |
| 6M | -21.4% | -36.0% | +14.6% | -16.8% |
| YTD | -5.1% | -47.3% | +42.2% | +3.6% |
| 1Y | -30.9% | -48.4% | +17.6% | -24.7% |
| 3Y | +4.5% | -5.4% | +9.9% | -15.5% |
| All | +377.6% | -53.8% | +431.4% | +341.7% |
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