+243.5%
SMH vs TFC
-0.6%
+244.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.8% |
| 3M | -14.2% | -4.3% | -9.9% | -12.8% |
| 6M | -10.6% | +5.4% | -16.0% | -13.7% |
| YTD | +39.3% | +4.5% | +34.8% | +34.6% |
| 1Y | +41.6% | +14.0% | +27.6% | +31.3% |
| 3Y | +223.4% | +93.4% | +130.0% | +133.6% |
| 5Y | +243.5% | +0.5% | +243.0% | +259.4% |
| All | +243.5% | -0.6% | +244.1% | +259.4% |
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