+4,664.9%
TSM vs SMH
+1,269.7%
+3,395.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.2% | +0.7% |
| 7D | +2.7% | +2.5% | +0.2% | +0.6% |
| 30D | +3.6% | -0.5% | +4.1% | +3.9% |
| 3M | -3.4% | -9.6% | +6.3% | +4.5% |
| 6M | +20.6% | +42.1% | -21.5% | -11.3% |
| YTD | +41.9% | +57.4% | -15.6% | -4.4% |
| 1Y | +84.4% | +96.2% | -11.9% | +3.3% |
| 3Y | +380.2% | +267.9% | +112.3% | +59.7% |
| 5Y | +275.3% | +327.7% | -52.3% | +7.2% |
| 10Y | +1,751.4% | +1,764.6% | -13.3% | +49.6% |
| All | +4,664.9% | +1,269.7% | +3,395.2% | +268.7% |
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