+1,063.2%
SMH vs TT
+4,105.6%
-3,042.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +2.5% |
| 7D | -4.1% | +1.7% | -5.9% | -4.7% |
| 30D | -19.2% | -11.8% | -7.4% | -13.2% |
| 3M | -16.4% | -12.6% | -3.8% | -9.7% |
| 6M | -14.0% | -9.4% | -4.6% | -8.6% |
| YTD | +35.3% | +8.8% | +26.5% | +29.8% |
| 1Y | +40.4% | -2.5% | +43.0% | +42.9% |
| 3Y | +226.8% | +95.7% | +131.2% | +130.0% |
| 5Y | +232.3% | +135.7% | +96.6% | +109.7% |
| 10Y | +1,469.9% | +750.6% | +719.3% | +399.9% |
| All | +1,063.2% | +4,105.6% | -3,042.3% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling