+328.5%
SMH vs TMF
-87.5%
+416.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.4% |
| 3M | -9.6% | -10.9% | +1.3% | -9.4% |
| 6M | +42.1% | -21.3% | +63.4% | +42.7% |
| YTD | +57.4% | -15.9% | +73.3% | +58.0% |
| 1Y | +96.2% | -15.7% | +112.0% | +96.8% |
| 3Y | +267.9% | -43.4% | +311.3% | +267.5% |
| All | +328.5% | -87.5% | +416.1% | +291.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling