+4,344.1%
SMCI vs TTMI
+1,194.3%
+3,149.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -1.8% |
| 7D | +5.2% | +7.5% | -2.3% | +2.3% |
| 30D | +23.7% | -4.5% | +28.2% | +25.6% |
| 3M | -4.2% | -28.5% | +24.3% | +7.9% |
| 6M | +21.7% | +28.4% | -6.6% | +9.6% |
| YTD | +33.0% | +80.1% | -47.1% | +2.2% |
| 1Y | -9.3% | +161.0% | -170.3% | -40.7% |
| 3Y | +38.7% | +862.4% | -823.7% | -44.5% |
| 5Y | +967.2% | +812.9% | +154.2% | +325.8% |
| 10Y | +1,745.9% | +1,094.7% | +651.2% | +517.3% |
| All | +4,344.1% | +1,194.3% | +3,149.8% | +1,090.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling