+225.3%
SMH vs TFC
+95.2%
+130.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +12.1% | +0.1% | +12.0% | +12.0% |
| 30D | -14.7% | +8.6% | -23.3% | -17.7% |
| 3M | -14.2% | -4.3% | -9.9% | -12.8% |
| 6M | -10.6% | +5.4% | -16.0% | -13.8% |
| YTD | +39.3% | +4.5% | +34.8% | +34.0% |
| 1Y | +41.6% | +14.0% | +27.6% | +30.2% |
| All | +225.3% | +95.2% | +130.2% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling