+1,270.6%
SMH vs TXN
+418.0%
+852.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.7% |
| 7D | +4.3% | +2.7% | +1.7% | +2.2% |
| 30D | +0.9% | -6.7% | +7.6% | +6.4% |
| 3M | -2.8% | -8.9% | +6.1% | +4.5% |
| 6M | +45.6% | +34.7% | +10.9% | +12.6% |
| YTD | +59.5% | +53.3% | +6.2% | +10.1% |
| 1Y | +93.4% | +45.0% | +48.4% | +38.6% |
| 3Y | +287.1% | +73.1% | +214.0% | +132.3% |
| 5Y | +338.0% | +59.9% | +278.1% | +186.5% |
| 10Y | +1,876.8% | +415.7% | +1,461.1% | +429.6% |
| All | +1,270.6% | +418.0% | +852.6% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling