+1,524.2%
SMH vs TYL
+183.3%
+1,340.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | +12.1% | -1.6% | +13.6% | +12.7% |
| 30D | -14.7% | +22.1% | -36.8% | -22.3% |
| 3M | -14.2% | +33.4% | -47.6% | -25.7% |
| 6M | -10.6% | +36.8% | -47.4% | -26.0% |
| YTD | +39.3% | -6.7% | +46.0% | +37.3% |
| 1Y | +41.6% | -9.2% | +50.8% | +41.3% |
| 3Y | +223.4% | +1.2% | +222.2% | +188.4% |
| 5Y | +243.5% | -23.0% | +266.5% | +254.0% |
| All | +1,524.2% | +183.3% | +1,340.9% | +753.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling