+279.8%
SMH vs TYL
-6.4%
+286.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +2.7% |
| 7D | +2.5% | -3.7% | +6.2% | +2.6% |
| 30D | -0.5% | +18.7% | -19.2% | -0.9% |
| 3M | -9.6% | +18.1% | -27.8% | -10.1% |
| 6M | +42.1% | -1.1% | +43.2% | +45.6% |
| YTD | +57.4% | -19.8% | +77.3% | +70.6% |
| 1Y | +96.2% | -34.3% | +130.5% | +127.7% |
| All | +279.8% | -6.4% | +286.2% | +276.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling