+4,504.4%
TSM vs SMH
+1,124.6%
+3,379.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.8% | -0.6% | +0.2% |
| 7D | +4.4% | +0.5% | +3.9% | +4.0% |
| 30D | -7.0% | -14.2% | +7.2% | +5.8% |
| 3M | -1.8% | -11.5% | +9.7% | +8.6% |
| 6M | +2.7% | -12.0% | +14.7% | +13.1% |
| YTD | +37.1% | +40.8% | -3.7% | +1.4% |
| 1Y | +43.5% | +44.9% | -1.4% | +3.4% |
| 3Y | +341.5% | +226.7% | +114.8% | +61.8% |
| 5Y | +278.9% | +250.6% | +28.3% | +27.8% |
| 10Y | +1,641.8% | +1,523.4% | +118.4% | +57.7% |
| All | +4,504.4% | +1,124.6% | +3,379.8% | +290.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMH.
Daily Out/Under-Performance
Portfolio return minus SMH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMH 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 SMH 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