+311.5%
SPY vs TSM
+1,746.8%
-1,435.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.3% |
| 7D | +0.5% | +6.0% | -5.5% | -1.4% |
| 30D | -0.9% | +4.5% | -5.5% | -2.4% |
| 3M | +3.9% | +3.1% | +0.8% | +2.1% |
| 6M | +14.5% | +30.2% | -15.7% | +3.5% |
| YTD | +12.9% | +45.2% | -32.3% | -1.9% |
| 1Y | +19.4% | +79.6% | -60.2% | -3.9% |
| 3Y | +78.5% | +411.0% | -332.5% | -5.3% |
| 5Y | +81.8% | +290.7% | -209.0% | +3.0% |
| 10Y | +311.5% | +1,753.6% | -1,442.1% | +22.9% |
| All | +311.5% | +1,746.8% | -1,435.3% | +22.9% |
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