+233.7%
SMH vs TRMB
-36.0%
+269.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.8% |
| 7D | +4.9% | +2.8% | +2.1% | +3.4% |
| 30D | -13.8% | -5.9% | -8.0% | -12.2% |
| 3M | -17.4% | -3.3% | -14.1% | -17.6% |
| 6M | -15.0% | +1.3% | -16.3% | -18.7% |
| YTD | +35.2% | -29.0% | +64.1% | +59.6% |
| 1Y | +41.6% | -27.8% | +69.4% | +65.3% |
| 3Y | +215.6% | +36.3% | +179.3% | +137.0% |
| All | +233.7% | -36.0% | +269.7% | +330.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling