+42.1%
SMH vs TYL
+0.4%
+41.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +0.4% |
| 7D | +2.5% | -3.7% | +6.2% | +0.5% |
| 30D | -0.5% | +18.7% | -19.2% | +10.3% |
| 3M | -9.6% | +18.1% | -27.8% | +3.0% |
| 6M | +42.1% | -1.1% | +43.2% | +49.6% |
| All | +42.1% | +0.4% | +41.7% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling