+96.2%
SMH vs TSEM
+259.4%
-163.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.8% | -5.2% | +0.1% |
| 7D | +2.5% | +6.9% | -4.4% | +0.3% |
| 30D | -0.5% | +5.3% | -5.8% | -2.8% |
| 3M | -9.6% | -14.9% | +5.3% | -6.7% |
| 6M | +42.1% | +80.0% | -38.0% | +14.5% |
| YTD | +57.4% | +89.4% | -31.9% | +22.7% |
| 1Y | +96.2% | +253.1% | -156.9% | +21.8% |
| All | +96.2% | +259.4% | -163.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling