+286.7%
SMH vs TT
+121.9%
+164.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +5.2% | +1.6% | +3.7% | +4.1% |
| 30D | -1.5% | -7.3% | +5.8% | +3.9% |
| 3M | -4.1% | -2.6% | -1.5% | -2.1% |
| 6M | +50.8% | +5.9% | +44.9% | +45.5% |
| YTD | +59.3% | +15.4% | +43.9% | +44.3% |
| 1Y | +94.1% | +8.2% | +85.8% | +83.3% |
| 3Y | +286.7% | +122.7% | +164.1% | +158.0% |
| All | +286.7% | +121.9% | +164.9% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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