+307.3%
SPY vs TSM
+1,499.6%
-1,192.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.2% |
| 7D | +0.1% | -2.5% | +2.6% | +0.7% |
| 30D | -3.3% | -14.3% | +10.9% | +1.2% |
| 3M | -2.4% | -7.2% | +4.8% | -0.6% |
| 6M | +2.6% | -5.1% | +7.7% | +2.8% |
| YTD | +11.2% | +28.9% | -17.6% | -0.1% |
| 1Y | +13.4% | +37.1% | -23.7% | -0.3% |
| 3Y | +79.9% | +341.5% | -261.6% | -0.2% |
| 5Y | +72.2% | +245.7% | -173.5% | +1.2% |
| 10Y | +307.3% | +1,502.2% | -1,194.9% | +30.6% |
| All | +307.3% | +1,499.6% | -1,192.3% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling