+972.3%
SMH vs TW
+206.7%
+765.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.3% | -4.5% | +4.8% | +1.8% |
| 30D | -2.8% | -2.3% | -0.5% | -2.2% |
| 3M | -6.7% | +2.6% | -9.3% | -8.9% |
| 6M | +41.8% | -17.5% | +59.3% | +49.3% |
| YTD | +57.9% | -5.3% | +63.2% | +56.4% |
| 1Y | +87.6% | -14.8% | +102.4% | +93.2% |
| 3Y | +282.9% | +18.8% | +264.1% | +232.8% |
| 5Y | +330.4% | +20.7% | +309.7% | +261.4% |
| All | +972.3% | +206.7% | +765.6% | +602.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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