+407.0%
TSM vs SMCI
+36.4%
+370.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | +4.8% | +5.2% | -0.4% | +3.8% |
| 30D | +4.0% | +23.7% | -19.7% | -0.2% |
| 3M | +2.0% | -4.2% | +6.2% | +0.6% |
| 6M | +25.5% | +21.7% | +3.8% | +16.2% |
| YTD | +44.0% | +33.0% | +11.0% | +30.5% |
| 1Y | +75.4% | -9.3% | +84.7% | +68.8% |
| All | +407.0% | +36.4% | +370.6% | +336.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling