+314.7%
SMH vs TSLL
-58.7%
+373.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.6% | -5.0% | +2.2% |
| 7D | -11.2% | -21.2% | +10.0% | -7.7% |
| 30D | -25.8% | -13.3% | -12.5% | -24.1% |
| 3M | -18.8% | +15.4% | -34.2% | -21.5% |
| 6M | -15.6% | -34.2% | +18.6% | -12.0% |
| YTD | +28.8% | -52.9% | +81.7% | +39.8% |
| 1Y | +32.6% | -54.3% | +86.9% | +43.6% |
| 3Y | +213.6% | -18.4% | +232.0% | +157.8% |
| All | +314.7% | -58.7% | +373.4% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling