+982.1%
SMH vs TW
+211.4%
+770.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.2% |
| 7D | +5.2% | -3.5% | +8.7% | +6.4% |
| 30D | -1.5% | +0.5% | -2.0% | -1.8% |
| 3M | -4.1% | +4.9% | -9.0% | -7.1% |
| 6M | +50.8% | -17.1% | +67.9% | +58.6% |
| YTD | +59.3% | -3.9% | +63.2% | +57.0% |
| 1Y | +94.1% | -13.3% | +107.3% | +98.6% |
| 3Y | +286.7% | +20.9% | +265.8% | +234.1% |
| 5Y | +339.4% | +20.5% | +318.9% | +269.5% |
| All | +982.1% | +211.4% | +770.7% | +605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling