+225.3%
SMH vs TXT
+11.3%
+214.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | +12.1% | -1.1% | +13.1% | +12.5% |
| 30D | -14.7% | +13.3% | -27.9% | -19.9% |
| 3M | -14.2% | -5.1% | -9.1% | -12.2% |
| 6M | -10.6% | -7.1% | -3.5% | -7.9% |
| YTD | +39.3% | -3.2% | +42.5% | +38.9% |
| 1Y | +41.6% | +2.3% | +39.2% | +36.6% |
| All | +225.3% | +11.3% | +214.1% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling