+1,487.3%
SMH vs TMF
-82.2%
+1,569.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -1.0% |
| 7D | -6.7% | -1.1% | -5.7% | -6.8% |
| 30D | -19.8% | +11.8% | -31.7% | -19.2% |
| 3M | -15.1% | -4.0% | -11.0% | -15.2% |
| 6M | -14.6% | -16.5% | +1.9% | -15.5% |
| YTD | +34.3% | -19.9% | +54.2% | +32.5% |
| 1Y | +35.2% | -25.6% | +60.8% | +32.7% |
| 3Y | +211.7% | -29.9% | +241.6% | +208.2% |
| 5Y | +240.5% | -88.2% | +328.7% | +168.6% |
| 10Y | +1,487.3% | -81.7% | +1,569.1% | +1,382.6% |
| All | +1,487.3% | -82.2% | +1,569.6% | +1,382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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