+1,789.8%
SMH vs TFC
+98.5%
+1,691.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.4% |
| 30D | -2.2% | -2.8% | +0.6% | -1.2% |
| 3M | -1.9% | +2.1% | -4.0% | -3.3% |
| 6M | +41.0% | +10.1% | +30.9% | +34.5% |
| YTD | +55.6% | +5.4% | +50.1% | +50.6% |
| 1Y | +86.8% | +16.3% | +70.5% | +73.2% |
| 3Y | +277.7% | +95.9% | +181.8% | +179.0% |
| 5Y | +324.2% | +16.0% | +308.2% | +280.3% |
| All | +1,789.8% | +98.5% | +1,691.3% | +1,242.6% |
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