+87.6%
SMH vs TLN
-23.3%
+111.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | -2.8% | -14.3% | +11.5% | +3.1% |
| 3M | -6.7% | -9.3% | +2.6% | -3.3% |
| 6M | +41.8% | -1.1% | +42.9% | +41.6% |
| YTD | +57.9% | -16.6% | +74.4% | +63.7% |
| 1Y | +87.6% | -22.0% | +109.6% | +105.8% |
| All | +87.6% | -23.3% | +111.0% | +105.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling