+332.3%
SMH vs TSLL
-53.8%
+386.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -6.7% | -11.0% | +4.3% | -5.0% |
| 30D | -19.8% | -5.3% | -14.6% | -19.3% |
| 3M | -15.1% | +20.8% | -35.9% | -18.6% |
| 6M | -14.6% | -36.0% | +21.4% | -10.7% |
| YTD | +34.3% | -47.3% | +81.6% | +42.9% |
| 1Y | +35.2% | -48.4% | +83.7% | +43.6% |
| 3Y | +211.7% | -5.4% | +217.1% | +149.8% |
| All | +332.3% | -53.8% | +386.1% | +292.3% |
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 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