+1,757.2%
TSM vs SMCI
+1,688.5%
+68.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -0.9% |
| 7D | +2.6% | -1.3% | +3.9% | +2.9% |
| 30D | +1.4% | +18.3% | -16.9% | -2.1% |
| 3M | +5.0% | +27.7% | -22.7% | -1.1% |
| 6M | +24.0% | +17.6% | +6.4% | +14.9% |
| YTD | +41.6% | +27.7% | +13.9% | +28.3% |
| 1Y | +66.2% | -14.9% | +81.0% | +61.4% |
| 3Y | +398.2% | +33.2% | +365.0% | +278.0% |
| 5Y | +277.6% | +921.6% | -644.0% | +78.8% |
| All | +1,757.2% | +1,688.5% | +68.6% | +675.3% |
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