+1,270.6%
SMH vs TD
+2,411.5%
-1,141.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.9% |
| 7D | +4.3% | -1.9% | +6.2% | +5.6% |
| 30D | +0.9% | -1.6% | +2.5% | +1.9% |
| 3M | -2.8% | +4.6% | -7.4% | -5.7% |
| 6M | +45.6% | +26.8% | +18.8% | +24.8% |
| YTD | +59.5% | +28.3% | +31.1% | +35.4% |
| 1Y | +93.4% | +60.4% | +33.0% | +41.9% |
| 3Y | +287.1% | +125.7% | +161.4% | +123.9% |
| 5Y | +338.0% | +122.4% | +215.7% | +155.2% |
| 10Y | +1,876.8% | +297.1% | +1,579.7% | +670.9% |
| All | +1,270.6% | +2,411.5% | -1,141.0% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling