+335.7%
SMH vs TSLL
-54.2%
+389.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.9% | -5.9% | +3.2% |
| 7D | -4.1% | -14.3% | +10.2% | -1.8% |
| 30D | -19.2% | -6.2% | -13.1% | -18.6% |
| 3M | -16.4% | +21.2% | -37.5% | -19.9% |
| 6M | -14.0% | -36.6% | +22.6% | -9.9% |
| YTD | +35.3% | -47.8% | +83.1% | +44.3% |
| 1Y | +40.4% | -45.2% | +85.7% | +47.7% |
| 3Y | +226.8% | -3.3% | +230.1% | +160.9% |
| All | +335.7% | -54.2% | +389.9% | +296.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling