+1,253.2%
SMH vs TRMB
+695.1%
+558.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +3.0% |
| 7D | +2.5% | -2.5% | +5.0% | +3.5% |
| 30D | -0.5% | +1.5% | -2.0% | -1.3% |
| 3M | -9.6% | +6.8% | -16.4% | -12.9% |
| 6M | +42.1% | -14.9% | +57.0% | +49.1% |
| YTD | +57.4% | -24.1% | +81.5% | +72.0% |
| 1Y | +96.2% | -25.4% | +121.6% | +115.8% |
| 3Y | +267.9% | +8.0% | +259.9% | +247.0% |
| 5Y | +327.7% | -37.3% | +365.0% | +396.7% |
| 10Y | +1,764.6% | +116.8% | +1,647.8% | +1,247.6% |
| All | +1,253.2% | +695.1% | +558.1% | +268.6% |
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