+580.4%
SMCI vs TSLL
-57.4%
+637.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -11.8% | +16.4% | +7.0% |
| 7D | +6.8% | +1.9% | +4.9% | +5.8% |
| 30D | +30.6% | +17.8% | +12.8% | +25.2% |
| 3M | -15.6% | -37.0% | +21.4% | -9.6% |
| 6M | +21.3% | -37.7% | +58.9% | +29.7% |
| YTD | +35.3% | -51.4% | +86.6% | +50.8% |
| 1Y | -2.7% | -23.4% | +20.6% | -2.7% |
| 3Y | +40.3% | -30.8% | +71.1% | +20.2% |
| All | +580.4% | -57.4% | +637.7% | +542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling