+43.4%
SMH vs TSLL
-48.4%
+91.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -1.2% |
| 7D | -11.2% | -9.4% | -1.7% | -9.1% |
| 30D | -20.4% | +1.6% | -22.0% | -20.9% |
| 3M | -12.4% | +29.4% | -41.8% | -18.9% |
| 6M | -0.5% | -20.1% | +19.6% | +1.5% |
| YTD | +40.0% | -44.5% | +84.5% | +49.5% |
| 1Y | +43.4% | -46.0% | +89.4% | +52.3% |
| All | +43.4% | -48.4% | +91.8% | +52.3% |
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