+96.2%
SMH vs TDG
-9.4%
+105.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +2.5% | -2.0% | +4.5% | +2.9% |
| 30D | -0.5% | -7.4% | +6.9% | +1.1% |
| 3M | -9.6% | -5.4% | -4.3% | -8.8% |
| 6M | +42.1% | -11.6% | +53.7% | +43.9% |
| YTD | +57.4% | -12.6% | +70.1% | +60.4% |
| 1Y | +96.2% | -9.3% | +105.6% | +98.4% |
| All | +96.2% | -9.4% | +105.6% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling