+3,482.0%
SMH vs TDG
+12,853.5%
-9,371.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +1.4% | -2.7% | +4.1% | +2.6% |
| 30D | -2.2% | -9.3% | +7.1% | +1.9% |
| 3M | -1.9% | -7.1% | +5.2% | +0.8% |
| 6M | +41.0% | -11.2% | +52.2% | +46.9% |
| YTD | +55.6% | -15.3% | +70.8% | +65.0% |
| 1Y | +86.8% | -12.5% | +99.3% | +94.6% |
| 3Y | +277.7% | +51.2% | +226.5% | +207.5% |
| 5Y | +324.2% | +126.1% | +198.0% | +191.2% |
| 10Y | +1,828.6% | +536.2% | +1,292.4% | +686.8% |
| All | +3,482.0% | +12,853.5% | -9,371.5% | +326.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling