+1,803.3%
SMH vs TYL
+106.7%
+1,696.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | +3.1% |
| 7D | +5.2% | -7.6% | +12.8% | +8.7% |
| 30D | -1.5% | +11.3% | -12.9% | -6.7% |
| 3M | -4.1% | +14.5% | -18.6% | -12.5% |
| 6M | +50.8% | -7.1% | +57.9% | +50.4% |
| YTD | +59.3% | -23.4% | +82.7% | +73.0% |
| 1Y | +94.1% | -38.6% | +132.6% | +137.6% |
| 3Y | +286.7% | -11.3% | +298.0% | +263.1% |
| 5Y | +339.4% | -28.0% | +367.4% | +360.5% |
| 10Y | +1,803.3% | +104.9% | +1,698.4% | +1,083.6% |
| All | +1,803.3% | +106.7% | +1,696.6% | +1,083.6% |
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