+86.8%
SMH vs TFC
+16.0%
+70.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +1.4% | -2.5% | +3.9% | +1.9% |
| 30D | -2.2% | -2.8% | +0.6% | -1.7% |
| 3M | -1.9% | +2.1% | -4.0% | -2.9% |
| 6M | +41.0% | +10.1% | +30.9% | +34.8% |
| YTD | +55.6% | +5.4% | +50.1% | +49.2% |
| 1Y | +86.8% | +16.3% | +70.5% | +74.3% |
| All | +86.8% | +16.0% | +70.8% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling