+21.7%
SMCI vs TTMI
+43.8%
-22.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -1.0% |
| 7D | +5.2% | +7.5% | -2.3% | +0.7% |
| 30D | +23.7% | -4.5% | +28.2% | +26.3% |
| 3M | -4.2% | -28.5% | +24.3% | +14.6% |
| 6M | +21.7% | +28.4% | -6.6% | -12.5% |
| All | +21.7% | +43.8% | -22.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 6mo: compounded portfolio wealth divided by compounded TTMI 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…
6mo analysis · Full analysis span regression · 6 months rolling