+1,063.2%
SMH vs TYL
+9,739.5%
-8,676.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.6% | +5.2% |
| 7D | -4.1% | +3.5% | -7.6% | -5.0% |
| 30D | -19.2% | +26.9% | -46.1% | -23.9% |
| 3M | -16.4% | +33.8% | -50.2% | -22.6% |
| 6M | -14.0% | +28.8% | -42.8% | -20.9% |
| YTD | +35.3% | -7.9% | +43.2% | +33.2% |
| 1Y | +40.4% | -9.8% | +50.2% | +38.7% |
| 3Y | +226.8% | +1.2% | +225.7% | +211.3% |
| 5Y | +232.3% | -22.8% | +255.1% | +236.4% |
| 10Y | +1,469.9% | +168.8% | +1,301.1% | +1,140.9% |
| All | +1,063.2% | +9,739.5% | -8,676.3% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling