+75.0%
SPY vs TSM
+324.7%
-249.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -1.2% |
| 7D | -2.7% | -7.6% | +4.9% | -0.9% |
| 30D | -5.4% | -20.5% | +15.1% | -0.2% |
| 3M | -4.1% | -10.0% | +5.9% | -2.0% |
| 6M | +0.7% | -10.1% | +10.8% | +2.3% |
| YTD | +8.7% | +24.5% | -15.8% | +1.0% |
| 1Y | +10.9% | +31.2% | -20.3% | +1.6% |
| 3Y | +75.0% | +322.0% | -247.0% | +18.3% |
| All | +75.0% | +324.7% | -249.7% | +18.3% |
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