+1,817.6%
SMH vs TDY
+479.2%
+1,338.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.7% |
| 7D | +0.3% | -1.1% | +1.4% | +0.9% |
| 30D | -2.8% | -12.0% | +9.3% | +5.0% |
| 3M | -6.7% | -3.2% | -3.5% | -4.6% |
| 6M | +41.8% | -7.9% | +49.6% | +49.5% |
| YTD | +57.9% | +18.2% | +39.6% | +42.9% |
| 1Y | +87.6% | +6.7% | +81.0% | +80.1% |
| 3Y | +282.9% | +47.5% | +235.4% | +200.4% |
| 5Y | +330.4% | +39.5% | +290.9% | +248.8% |
| All | +1,817.6% | +479.2% | +1,338.4% | +737.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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