+40.4%
SMCI vs TT
+120.7%
-80.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | +5.2% | +1.4% | +3.8% | +3.7% |
| 30D | +23.7% | -6.7% | +30.4% | +32.9% |
| 3M | -4.2% | -5.4% | +1.2% | +3.5% |
| 6M | +21.7% | +4.4% | +17.4% | +20.3% |
| YTD | +33.0% | +14.9% | +18.1% | +19.0% |
| 1Y | -9.3% | +9.3% | -18.6% | -15.1% |
| All | +40.4% | +120.7% | -80.3% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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