+243.5%
SMH vs TXT
+10.3%
+233.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.1% |
| 7D | +12.1% | -1.1% | +13.1% | +12.7% |
| 30D | -14.7% | +13.3% | -27.9% | -21.6% |
| 3M | -14.2% | -5.1% | -9.1% | -12.1% |
| 6M | -10.6% | -7.1% | -3.5% | -7.6% |
| YTD | +39.3% | -3.2% | +42.5% | +38.1% |
| 1Y | +41.6% | +2.3% | +39.2% | +34.9% |
| 3Y | +223.4% | +11.1% | +212.3% | +175.8% |
| 5Y | +243.5% | +10.0% | +233.5% | +181.5% |
| All | +243.5% | +10.3% | +233.1% | +181.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling