+279.8%
SMH vs TMF
-41.6%
+321.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.6% |
| 7D | +2.5% | -1.4% | +3.9% | +2.6% |
| 30D | -0.5% | -2.8% | +2.4% | -0.3% |
| 3M | -9.6% | -10.9% | +1.3% | -9.2% |
| 6M | +42.1% | -21.3% | +63.4% | +42.9% |
| YTD | +57.4% | -15.9% | +73.3% | +58.2% |
| 1Y | +96.2% | -15.7% | +112.0% | +97.0% |
| All | +279.8% | -41.6% | +321.4% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling