+0.5%
SMCI vs TSLL
-24.5%
+25.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.9% | -6.2% | -0.5% |
| 7D | +9.7% | +5.8% | +3.9% | +7.2% |
| 30D | +29.3% | +21.7% | +7.6% | +20.7% |
| 3M | -8.5% | -28.2% | +19.7% | -3.2% |
| 6M | +28.6% | -29.5% | +58.0% | +34.7% |
| YTD | +37.5% | -47.5% | +85.1% | +51.2% |
| 1Y | +0.5% | -20.8% | +21.3% | +6.7% |
| All | +0.5% | -24.5% | +25.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling