+43.4%
SMH vs TMO
+26.9%
+16.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.9% | -2.9% |
| 7D | -11.2% | +0.3% | -11.5% | -11.2% |
| 30D | -20.4% | +4.3% | -24.8% | -20.7% |
| 3M | -12.4% | +25.1% | -37.5% | -13.9% |
| 6M | -0.5% | +52.9% | -53.4% | -5.8% |
| YTD | +40.0% | +22.2% | +17.8% | +42.7% |
| 1Y | +43.4% | +25.4% | +18.0% | +45.5% |
| All | +43.4% | +26.9% | +16.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling