+338.0%
SMH vs TFC
+14.8%
+323.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +4.3% | -1.3% | +5.6% | +4.9% |
| 30D | +0.9% | -2.3% | +3.2% | +1.8% |
| 3M | -2.8% | +2.5% | -5.3% | -4.5% |
| 6M | +45.6% | +9.5% | +36.1% | +38.6% |
| YTD | +59.5% | +5.1% | +54.4% | +54.1% |
| 1Y | +93.4% | +15.5% | +78.0% | +78.6% |
| 3Y | +287.1% | +95.2% | +191.9% | +179.2% |
| 5Y | +338.0% | +14.5% | +323.6% | +324.0% |
| All | +338.0% | +14.8% | +323.3% | +324.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling