+501.7%
SPCX vs TSM
+150.9%
+350.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | -7.8% |
| 7D | +4.2% | -2.5% | +6.7% | +5.6% |
| 30D | -12.6% | -14.3% | +1.7% | +40.0% |
| 3M | +6.7% | -7.2% | +14.0% | +13.4% |
| 6M | +546.4% | +14.3% | +532.1% | +287.4% |
| YTD | +552.1% | +28.9% | +523.3% | +290.6% |
| 1Y | +453.2% | +37.1% | +416.1% | +231.2% |
| All | +501.7% | +150.9% | +350.8% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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