+35.2%
SMH vs TSLL
-47.2%
+82.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -6.7% | -11.0% | +4.3% | -4.4% |
| 30D | -19.8% | -5.3% | -14.6% | -19.2% |
| 3M | -15.1% | +20.8% | -35.9% | -20.2% |
| 6M | -14.6% | -36.0% | +21.4% | -9.1% |
| YTD | +34.3% | -47.3% | +81.6% | +44.1% |
| 1Y | +35.2% | -48.4% | +83.7% | +44.7% |
| All | +35.2% | -47.2% | +82.4% | +44.7% |
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