+286.8%
SMH vs TLN
+483.9%
-197.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +4.3% | +5.8% | -1.5% | +2.2% |
| 30D | +0.9% | -6.9% | +7.7% | +3.2% |
| 3M | -2.8% | -10.9% | +8.1% | +0.8% |
| 6M | +45.6% | -4.6% | +50.2% | +46.4% |
| YTD | +59.5% | -14.7% | +74.2% | +64.6% |
| 1Y | +93.4% | -17.9% | +111.4% | +101.5% |
| All | +286.8% | +483.9% | -197.1% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling