+1,475.7%
SMH vs TFC
+79.2%
+1,396.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | +4.9% | +2.3% | +2.7% | +4.0% |
| 30D | -13.8% | +10.8% | -24.6% | -17.4% |
| 3M | -17.4% | -3.8% | -13.6% | -16.4% |
| 6M | -15.0% | +9.6% | -24.5% | -18.9% |
| YTD | +35.2% | +5.8% | +29.4% | +30.4% |
| 1Y | +41.6% | +16.2% | +25.4% | +31.3% |
| 3Y | +215.6% | +96.0% | +119.6% | +133.3% |
| 5Y | +233.2% | +1.7% | +231.5% | +214.2% |
| All | +1,475.7% | +79.2% | +1,396.5% | +1,102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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