+277.4%
SMH vs TSN
+11.8%
+265.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.2% |
| 7D | +1.4% | +1.4% | 0.0% | +1.6% |
| 30D | -2.2% | -6.2% | +4.0% | -3.2% |
| 3M | -1.9% | -5.7% | +3.8% | -2.6% |
| 6M | +41.0% | -11.4% | +52.4% | +39.1% |
| YTD | +55.6% | -8.2% | +63.8% | +54.2% |
| 1Y | +86.8% | -2.0% | +88.8% | +86.4% |
| All | +277.4% | +11.8% | +265.5% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling