+285.0%
TSM vs SMCI
+968.6%
-683.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | +2.0% | -4.2% | +6.2% | +0.5% |
| 6M | +25.5% | +21.7% | +3.8% | +15.5% |
| YTD | +44.0% | +33.0% | +11.0% | +29.4% |
| 1Y | +75.4% | -9.3% | +84.7% | +68.3% |
| 3Y | +406.7% | +38.7% | +368.0% | +277.9% |
| 5Y | +285.0% | +967.2% | -682.2% | +63.5% |
| All | +285.0% | +968.6% | -683.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling