+32.6%
SMH vs TSLL
-57.5%
+90.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.6% | -5.0% | +1.4% |
| 7D | -11.2% | -21.2% | +10.0% | -6.1% |
| 30D | -25.8% | -13.3% | -12.5% | -23.4% |
| 3M | -18.8% | +15.4% | -34.2% | -22.8% |
| 6M | -15.6% | -34.2% | +18.6% | -9.9% |
| YTD | +28.8% | -52.9% | +81.7% | +42.8% |
| 1Y | +32.6% | -54.3% | +86.9% | +46.4% |
| All | +32.6% | -57.5% | +90.0% | +46.4% |
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