+20.0%
SPY vs TSM
+87.4%
-67.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.0% |
| 7D | +0.1% | +2.7% | -2.6% | -0.5% |
| 30D | +0.1% | +3.6% | -3.5% | -0.8% |
| 3M | +2.0% | -3.4% | +5.4% | +2.1% |
| 6M | +13.0% | +20.6% | -7.6% | +6.8% |
| YTD | +13.5% | +41.9% | -28.3% | +3.6% |
| 1Y | +20.0% | +84.4% | -64.4% | +9.0% |
| All | +20.0% | +87.4% | -67.5% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling