+848.4%
SMCI vs TSLQ
-97.3%
+945.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | +5.2% | -8.0% | +13.2% | +3.4% |
| 30D | +23.7% | -23.8% | +47.5% | +17.2% |
| 3M | -4.2% | -7.0% | +2.8% | -1.6% |
| 6M | +21.7% | -17.1% | +38.8% | +27.1% |
| YTD | +33.0% | +0.1% | +32.9% | +46.4% |
| 1Y | -9.3% | -51.2% | +41.9% | -11.5% |
| 3Y | +38.7% | -95.9% | +134.6% | +14.1% |
| All | +848.4% | -97.3% | +945.6% | +700.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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