+94.1%
SMH vs TYL
-37.9%
+132.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.6% | -0.1% |
| 7D | +5.2% | -7.6% | +12.8% | +2.9% |
| 30D | -1.5% | +11.3% | -12.9% | +1.8% |
| 3M | -4.1% | +14.5% | -18.6% | +1.2% |
| 6M | +50.8% | -7.1% | +57.9% | +57.2% |
| YTD | +59.3% | -23.4% | +82.7% | +61.1% |
| 1Y | +94.1% | -38.6% | +132.6% | +86.6% |
| All | +94.1% | -37.9% | +132.0% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling