+394.2%
SMCI vs TSLL
-58.7%
+453.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.6% | -2.4% | +4.3% |
| 7D | -12.7% | -21.2% | +8.5% | -8.4% |
| 30D | -36.0% | -13.3% | -22.7% | -34.2% |
| 3M | -2.1% | +15.4% | -17.5% | -5.9% |
| 6M | -17.0% | -34.2% | +17.2% | -12.4% |
| YTD | -1.7% | -52.9% | +51.2% | +10.1% |
| 1Y | -28.7% | -54.3% | +25.6% | -20.3% |
| 3Y | +13.9% | -18.4% | +32.2% | -5.0% |
| All | +394.2% | -58.7% | +453.0% | +369.1% |
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