+1,817.6%
SMH vs TNA
+86.1%
+1,731.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +0.3% | -7.3% | +7.5% | +2.9% |
| 30D | -2.8% | -14.2% | +11.4% | +2.4% |
| 3M | -6.7% | -4.6% | -2.2% | -5.1% |
| 6M | +41.8% | +36.9% | +4.8% | +27.1% |
| YTD | +57.9% | +42.5% | +15.3% | +38.9% |
| 1Y | +87.6% | +45.8% | +41.9% | +62.2% |
| 3Y | +282.9% | +104.7% | +178.3% | +166.9% |
| 5Y | +330.4% | -21.7% | +352.1% | +272.2% |
| All | +1,817.6% | +86.1% | +1,731.5% | +967.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling