+1,683.0%
SMH vs TTMI
+488.7%
+1,194.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | +1.4% | +6.0% | -4.6% | -0.3% |
| 30D | -2.2% | -6.4% | +4.2% | -0.8% |
| 3M | -1.9% | -28.9% | +27.1% | +6.6% |
| 6M | +41.0% | +26.9% | +14.1% | +29.4% |
| YTD | +55.6% | +77.3% | -21.7% | +28.3% |
| 1Y | +86.8% | +147.5% | -60.7% | +39.1% |
| 3Y | +277.7% | +847.6% | -570.0% | +92.0% |
| 5Y | +324.2% | +802.2% | -478.1% | +115.0% |
| 10Y | +1,828.6% | +1,076.3% | +752.2% | +778.9% |
| All | +1,683.0% | +488.7% | +1,194.3% | +433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling