+1,817.6%
SMH vs TTMI
+1,127.6%
+690.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +0.1% |
| 7D | +0.3% | +0.7% | -0.4% | -0.1% |
| 30D | -2.8% | -8.4% | +5.7% | 0.0% |
| 3M | -6.7% | -32.5% | +25.7% | +6.8% |
| 6M | +41.8% | +32.5% | +9.3% | +22.0% |
| YTD | +57.9% | +83.2% | -25.4% | +15.9% |
| 1Y | +87.6% | +161.7% | -74.0% | +15.9% |
| 3Y | +282.9% | +890.1% | -607.2% | +28.5% |
| 5Y | +330.4% | +832.4% | -502.0% | +42.7% |
| All | +1,817.6% | +1,127.6% | +690.0% | +483.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling