+1,817.6%
SMH vs TD
+306.3%
+1,511.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | -2.8% | -1.9% | -0.9% | -1.6% |
| 3M | -6.7% | +4.8% | -11.5% | -9.7% |
| 6M | +41.8% | +28.0% | +13.8% | +20.1% |
| YTD | +57.9% | +30.3% | +27.6% | +31.9% |
| 1Y | +87.6% | +59.8% | +27.9% | +36.7% |
| 3Y | +282.9% | +124.7% | +158.2% | +118.2% |
| 5Y | +330.4% | +127.0% | +203.4% | +143.6% |
| All | +1,817.6% | +306.3% | +1,511.3% | +707.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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