+87.6%
SMH vs TTMI
+155.3%
-67.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +0.3% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | -2.8% | -8.4% | +5.7% | -0.3% |
| 3M | -6.7% | -32.5% | +25.7% | +4.5% |
| 6M | +41.8% | +32.5% | +9.3% | +30.5% |
| YTD | +57.9% | +83.2% | -25.4% | +31.2% |
| 1Y | +87.6% | +161.7% | -74.0% | +37.0% |
| All | +87.6% | +155.3% | -67.7% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling