+1,253.2%
SMH vs TFC
+341.3%
+911.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +2.4% | +0.1% | +1.5% |
| 30D | -0.5% | -1.3% | +0.8% | 0.0% |
| 3M | -9.6% | +6.1% | -15.7% | -12.4% |
| 6M | +42.1% | +7.3% | +34.7% | +36.9% |
| YTD | +57.4% | +8.2% | +49.2% | +50.8% |
| 1Y | +96.2% | +14.4% | +81.8% | +83.1% |
| 3Y | +267.9% | +93.7% | +174.2% | +171.1% |
| 5Y | +327.7% | +16.4% | +311.3% | +279.1% |
| 10Y | +1,764.6% | +101.6% | +1,663.1% | +1,103.6% |
| All | +1,253.2% | +341.3% | +911.9% | +382.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling