+5,235.6%
SMH vs TMF
-69.2%
+5,304.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -11.2% | +1.2% | -12.4% | -11.0% |
| 30D | -25.8% | +19.7% | -45.5% | -23.9% |
| 3M | -18.8% | -2.1% | -16.7% | -18.8% |
| 6M | -15.6% | -13.4% | -2.2% | -17.0% |
| YTD | +28.8% | -16.7% | +45.6% | +26.2% |
| 1Y | +32.6% | -23.3% | +55.9% | +28.4% |
| 3Y | +213.6% | -24.8% | +238.4% | +209.7% |
| 5Y | +222.4% | -88.0% | +310.5% | +139.7% |
| 10Y | +1,429.6% | -84.7% | +1,514.4% | +1,210.7% |
| All | +5,235.6% | -69.2% | +5,304.8% | +6,592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling