+1,643.1%
TSM vs SMCI
+947.6%
+695.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | +6.2% | -6.6% | +12.8% | +7.4% |
| 30D | -7.3% | -24.9% | +17.6% | -2.3% |
| 3M | -7.1% | -31.4% | +24.3% | -0.9% |
| 6M | +0.2% | -16.0% | +16.3% | +0.5% |
| YTD | +32.2% | -8.2% | +40.4% | +27.0% |
| 1Y | +42.8% | -23.4% | +66.2% | +41.5% |
| 3Y | +330.4% | +5.0% | +325.4% | +241.1% |
| 5Y | +263.9% | +515.0% | -251.1% | +88.5% |
| All | +1,643.1% | +947.6% | +695.5% | +678.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 10y: compounded portfolio wealth divided by compounded SMCI 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…
10y analysis · Full analysis span regression · 6 months rolling