+14.8%
SPY vs TSM
+34.7%
-19.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.1% |
| 7D | -0.7% | -10.0% | +9.2% | +1.6% |
| 30D | -1.0% | -18.5% | +17.5% | +3.5% |
| 3M | -0.3% | -4.9% | +4.5% | +0.5% |
| 6M | +7.3% | -1.0% | +8.3% | +6.3% |
| YTD | +13.3% | +31.3% | -17.9% | +3.7% |
| 1Y | +14.8% | +36.0% | -21.2% | +3.5% |
| All | +14.8% | +34.7% | -19.9% | +3.5% |
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