+44.9%
SMH vs TSLL
-44.0%
+88.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.8% | -1.0% | +3.3% |
| 7D | +0.5% | +0.5% | +0.1% | +0.1% |
| 30D | -14.2% | +2.7% | -16.9% | -15.2% |
| 3M | -11.5% | +26.3% | -37.8% | -17.8% |
| 6M | -12.0% | -37.2% | +25.1% | -6.3% |
| YTD | +40.8% | -44.2% | +85.0% | +48.8% |
| 1Y | +44.9% | -44.0% | +88.8% | +51.8% |
| All | +44.9% | -44.0% | +88.9% | +51.8% |
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