+1,253.2%
SMH vs TSEM
-35.6%
+1,288.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.8% | -5.2% | +0.9% |
| 7D | +2.5% | +6.9% | -4.4% | +1.0% |
| 30D | -0.5% | +5.3% | -5.8% | -2.0% |
| 3M | -9.6% | -14.9% | +5.3% | -7.4% |
| 6M | +42.1% | +80.0% | -38.0% | +22.1% |
| YTD | +57.4% | +89.4% | -31.9% | +33.2% |
| 1Y | +96.2% | +253.1% | -156.9% | +44.9% |
| 3Y | +267.9% | +642.1% | -374.2% | +130.9% |
| 5Y | +327.7% | +659.1% | -331.4% | +164.9% |
| 10Y | +1,764.6% | +1,291.4% | +473.3% | +927.9% |
| All | +1,253.2% | -35.6% | +1,288.8% | +1,108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling