+1,237.1%
SMH vs TKO
+2,543.3%
-1,306.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.7% | -2.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -2.2% | -2.6% | +0.4% | -1.7% |
| 3M | -1.9% | -7.8% | +5.9% | -0.5% |
| 6M | +41.0% | -7.0% | +48.0% | +42.3% |
| YTD | +55.6% | -8.5% | +64.1% | +57.0% |
| 1Y | +86.8% | -1.3% | +88.1% | +84.4% |
| 3Y | +277.7% | +105.0% | +172.7% | +203.5% |
| 5Y | +324.2% | +292.9% | +31.3% | +183.3% |
| 10Y | +1,828.6% | +979.3% | +849.3% | +833.3% |
| All | +1,237.1% | +2,543.3% | -1,306.1% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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