+1,061.7%
SMH vs TRMB
+643.9%
+417.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -2.9% |
| 7D | +4.9% | +2.8% | +2.1% | +3.8% |
| 30D | -13.8% | -5.9% | -8.0% | -12.4% |
| 3M | -17.4% | -3.3% | -14.1% | -17.2% |
| 6M | -15.0% | +1.3% | -16.3% | -17.1% |
| YTD | +35.2% | -29.0% | +64.1% | +50.3% |
| 1Y | +41.6% | -27.8% | +69.4% | +56.4% |
| 3Y | +215.6% | +36.3% | +179.3% | +172.0% |
| 5Y | +233.2% | -35.8% | +269.0% | +281.0% |
| 10Y | +1,458.7% | +103.1% | +1,355.6% | +1,047.0% |
| All | +1,061.7% | +643.9% | +417.7% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling