+1,253.2%
SMH vs TT
+4,379.0%
-3,125.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -0.5% | -7.2% | +6.7% | +3.6% |
| 3M | -9.6% | -3.0% | -6.7% | -7.9% |
| 6M | +42.1% | +1.4% | +40.7% | +41.6% |
| YTD | +57.4% | +15.9% | +41.6% | +45.4% |
| 1Y | +96.2% | +9.4% | +86.8% | +86.6% |
| 3Y | +267.9% | +124.4% | +143.6% | +138.1% |
| 5Y | +327.7% | +138.0% | +189.7% | +166.6% |
| 10Y | +1,764.6% | +886.4% | +878.3% | +446.2% |
| All | +1,253.2% | +4,379.0% | -3,125.8% | +17.6% |
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