+327.2%
SMH vs TMO
+7.9%
+319.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | -2.8% | +1.1% | -3.9% | -3.5% |
| 3M | -6.7% | +28.3% | -35.0% | -18.5% |
| 6M | +41.8% | +23.3% | +18.5% | +25.2% |
| YTD | +57.9% | +5.5% | +52.4% | +51.7% |
| 1Y | +87.6% | +24.5% | +63.1% | +62.8% |
| 3Y | +282.9% | +19.6% | +263.4% | +228.6% |
| All | +327.2% | +7.9% | +319.3% | +281.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling