+327.2%
SMH vs TXN
+60.4%
+266.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | -1.4% |
| 7D | +0.3% | +4.0% | -3.7% | -2.7% |
| 30D | -2.8% | -2.9% | +0.1% | -0.6% |
| 3M | -6.7% | -9.1% | +2.4% | +0.2% |
| 6M | +41.8% | +36.6% | +5.1% | +8.4% |
| YTD | +57.9% | +57.5% | +0.4% | +5.9% |
| 1Y | +87.6% | +49.5% | +38.1% | +30.6% |
| 3Y | +282.9% | +76.5% | +206.4% | +109.6% |
| All | +327.2% | +60.4% | +266.8% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling