+288.6%
SMH vs TLN
+571.8%
-283.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -1.5% |
| 7D | +1.4% | +2.0% | -0.6% | +0.7% |
| 30D | -2.2% | -12.9% | +10.7% | +2.5% |
| 3M | -1.9% | -7.4% | +5.6% | +0.5% |
| 6M | +41.0% | -6.0% | +47.1% | +42.6% |
| YTD | +55.6% | -16.9% | +72.5% | +62.1% |
| 1Y | +86.8% | -22.6% | +109.5% | +98.7% |
| 3Y | +277.7% | +469.0% | -191.4% | +104.2% |
| All | +288.6% | +571.8% | -283.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling