+5.0%
SMCI vs TSLL
-1.1%
+6.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.4% |
| 7D | -6.6% | +17.8% | -24.4% | -10.2% |
| 30D | -24.9% | +8.2% | -33.1% | -26.6% |
| 3M | -31.4% | +20.9% | -52.2% | -35.0% |
| 6M | -16.0% | -37.5% | +21.5% | -10.3% |
| YTD | -8.2% | -44.5% | +36.3% | -0.8% |
| 1Y | -23.4% | -33.0% | +9.5% | -20.8% |
| 3Y | +5.0% | -6.4% | +11.4% | -8.5% |
| All | +5.0% | -1.1% | +6.2% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling