+44.6%
SMCI vs TXN
+75.8%
-31.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.8% | +3.5% | +4.5% |
| 7D | +1.3% | +4.0% | -2.7% | -1.4% |
| 30D | +6.6% | -2.9% | +9.5% | +8.9% |
| 3M | +25.4% | -9.1% | +34.5% | +34.9% |
| 6M | +26.1% | +36.6% | -10.5% | 0.0% |
| YTD | +37.0% | +57.5% | -20.5% | -5.2% |
| 1Y | -8.8% | +49.5% | -58.3% | -34.5% |
| 3Y | +44.6% | +76.5% | -31.9% | -16.6% |
| All | +44.6% | +75.8% | -31.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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