+1,253.2%
SMH vs TSN
+690.2%
+563.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +2.5% | -6.3% | +8.8% | +4.1% |
| 30D | -0.5% | -10.8% | +10.3% | +2.2% |
| 3M | -9.6% | -8.8% | -0.9% | -8.3% |
| 6M | +42.1% | -16.8% | +58.9% | +47.0% |
| YTD | +57.4% | -10.0% | +67.4% | +59.4% |
| 1Y | +96.2% | -5.3% | +101.5% | +95.5% |
| 3Y | +267.9% | +8.5% | +259.4% | +246.4% |
| 5Y | +327.7% | -22.9% | +350.6% | +337.5% |
| 10Y | +1,764.6% | -12.6% | +1,777.3% | +1,663.4% |
| All | +1,253.2% | +690.2% | +563.0% | +557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling