+591.9%
SMCI vs TSLL
-54.0%
+645.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.9% | -6.2% | +0.1% |
| 7D | +9.7% | +5.8% | +3.9% | +7.9% |
| 30D | +29.3% | +21.7% | +7.6% | +23.1% |
| 3M | -8.5% | -28.2% | +19.7% | -4.7% |
| 6M | +28.6% | -29.5% | +58.0% | +34.1% |
| YTD | +37.5% | -47.5% | +85.1% | +50.9% |
| 1Y | +0.5% | -20.8% | +21.3% | -0.1% |
| 3Y | +43.4% | -26.7% | +70.2% | +21.4% |
| All | +591.9% | -54.0% | +645.9% | +542.9% |
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