+327.2%
SMH vs TEL
+56.5%
+270.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | -1.5% |
| 7D | +0.3% | +1.6% | -1.3% | -1.1% |
| 30D | -2.8% | -0.7% | -2.1% | -2.7% |
| 3M | -6.7% | +2.4% | -9.1% | -9.3% |
| 6M | +41.8% | +4.1% | +37.6% | +33.0% |
| YTD | +57.9% | -5.8% | +63.7% | +59.8% |
| 1Y | +87.6% | +0.9% | +86.8% | +77.4% |
| 3Y | +282.9% | +72.6% | +210.3% | +111.1% |
| All | +327.2% | +56.5% | +270.7% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 5y: compounded portfolio wealth divided by compounded TEL 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…
5y analysis · Full analysis span regression · 6 months rolling