+96.2%
SMH vs TSLL
-22.3%
+118.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -11.8% | +14.5% | +5.1% |
| 7D | +2.5% | +1.9% | +0.6% | +1.5% |
| 30D | -0.5% | +17.8% | -18.2% | -5.0% |
| 3M | -9.6% | -37.0% | +27.4% | -3.2% |
| 6M | +42.1% | -37.7% | +79.7% | +51.0% |
| YTD | +57.4% | -51.4% | +108.8% | +72.4% |
| 1Y | +96.2% | -23.4% | +119.6% | +116.1% |
| All | +96.2% | -22.3% | +118.5% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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