+1,817.6%
SMH vs TDG
+547.7%
+1,269.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.9% |
| 7D | +0.3% | -1.9% | +2.1% | +1.1% |
| 30D | -2.8% | -7.7% | +4.9% | +0.6% |
| 3M | -6.7% | -9.3% | +2.6% | -3.1% |
| 6M | +41.8% | -9.4% | +51.1% | +46.5% |
| YTD | +57.9% | -14.3% | +72.1% | +66.7% |
| 1Y | +87.6% | -11.8% | +99.5% | +94.9% |
| 3Y | +282.9% | +52.0% | +231.0% | +209.4% |
| 5Y | +330.4% | +128.8% | +201.6% | +192.2% |
| All | +1,817.6% | +547.7% | +1,269.9% | +794.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling