+8,536.1%
SMH vs TNA
+913.2%
+7,623.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.5% |
| 7D | +1.4% | -7.6% | +9.0% | +3.9% |
| 30D | -2.2% | -13.6% | +11.4% | +2.3% |
| 3M | -1.9% | +2.8% | -4.7% | -2.5% |
| 6M | +41.0% | +34.5% | +6.5% | +28.5% |
| YTD | +55.6% | +41.0% | +14.5% | +39.2% |
| 1Y | +86.8% | +52.0% | +34.8% | +61.9% |
| 3Y | +277.7% | +103.5% | +174.2% | +174.9% |
| 5Y | +324.2% | -22.5% | +346.7% | +277.7% |
| 10Y | +1,828.6% | +81.9% | +1,746.7% | +962.9% |
| All | +8,536.1% | +913.2% | +7,623.0% | +1,851.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling