+3,333.0%
SMH vs TCOM
+2,569.4%
+763.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.8% |
| 7D | +4.3% | -10.2% | +14.5% | +6.6% |
| 30D | +0.9% | -16.8% | +17.7% | +4.7% |
| 3M | -2.8% | -16.7% | +13.9% | +0.2% |
| 6M | +45.6% | -27.1% | +72.7% | +54.5% |
| YTD | +59.5% | -45.5% | +105.0% | +78.9% |
| 1Y | +93.4% | -45.9% | +139.3% | +117.2% |
| 3Y | +287.1% | +9.8% | +277.3% | +263.8% |
| 5Y | +338.0% | +23.8% | +314.2% | +280.2% |
| 10Y | +1,876.8% | -10.8% | +1,887.6% | +1,648.2% |
| All | +3,333.0% | +2,569.4% | +763.6% | +1,564.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 all: compounded portfolio wealth divided by compounded TCOM 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…
all analysis · Full analysis span regression · 6 months rolling