+87.6%
SMH vs TXN
+49.4%
+38.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | -0.7% |
| 7D | +0.3% | +4.0% | -3.7% | -1.9% |
| 30D | -2.8% | -2.9% | +0.1% | -1.2% |
| 3M | -6.7% | -9.1% | +2.4% | -1.3% |
| 6M | +41.8% | +36.6% | +5.1% | +25.6% |
| YTD | +57.9% | +57.5% | +0.4% | +29.8% |
| 1Y | +87.6% | +49.5% | +38.1% | +58.5% |
| All | +87.6% | +49.4% | +38.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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