+41.6%
SMH vs TFC
+15.7%
+25.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.2% |
| 7D | +4.9% | +2.3% | +2.7% | +4.6% |
| 30D | -13.8% | +10.8% | -24.6% | -15.0% |
| 3M | -17.4% | -3.8% | -13.6% | -16.5% |
| 6M | -15.0% | +9.6% | -24.5% | -18.0% |
| YTD | +35.2% | +5.8% | +29.4% | +27.6% |
| 1Y | +41.6% | +16.2% | +25.4% | +28.6% |
| All | +41.6% | +15.7% | +25.9% | +28.6% |
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 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