+1,817.6%
SMH vs TRMB
+121.9%
+1,695.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +0.7% |
| 7D | +0.3% | -3.0% | +3.3% | +2.0% |
| 30D | -2.8% | +2.3% | -5.1% | -4.4% |
| 3M | -6.7% | +15.3% | -22.0% | -15.5% |
| 6M | +41.8% | -14.7% | +56.5% | +51.6% |
| YTD | +57.9% | -26.4% | +84.3% | +82.7% |
| 1Y | +87.6% | -30.4% | +118.0% | +124.0% |
| 3Y | +282.9% | +13.5% | +269.4% | +235.9% |
| 5Y | +330.4% | -38.6% | +369.0% | +428.2% |
| All | +1,817.6% | +121.9% | +1,695.8% | +1,202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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