+327.2%
SMH vs TSN
-17.2%
+344.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +0.3% | +3.0% | -2.8% | +0.1% |
| 30D | -2.8% | -4.2% | +1.4% | -2.5% |
| 3M | -6.7% | -3.9% | -2.8% | -6.7% |
| 6M | +41.8% | -9.8% | +51.6% | +42.2% |
| YTD | +57.9% | -7.3% | +65.1% | +57.6% |
| 1Y | +87.6% | -2.2% | +89.8% | +85.4% |
| 3Y | +282.9% | +11.9% | +271.1% | +256.0% |
| All | +327.2% | -17.2% | +344.4% | +396.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling