+1,469.9%
SMH vs TYL
+174.6%
+1,295.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.3% |
| 7D | -4.1% | +3.5% | -7.6% | -5.7% |
| 30D | -19.2% | +26.9% | -46.1% | -27.7% |
| 3M | -16.4% | +33.8% | -50.2% | -27.8% |
| 6M | -14.0% | +28.8% | -42.8% | -26.7% |
| YTD | +35.3% | -7.9% | +43.2% | +34.0% |
| 1Y | +40.4% | -9.8% | +50.2% | +40.3% |
| 3Y | +226.8% | +1.2% | +225.7% | +190.5% |
| 5Y | +232.3% | -22.8% | +255.1% | +241.1% |
| 10Y | +1,469.9% | +168.8% | +1,301.1% | +755.1% |
| All | +1,469.9% | +174.6% | +1,295.4% | +755.1% |
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