+77.7%
SPY vs TSM
+327.8%
-250.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +2.6% | +6.2% | -3.6% | +1.1% |
| 30D | -2.0% | -7.3% | +5.3% | -0.4% |
| 3M | -2.8% | -7.1% | +4.3% | -1.4% |
| 6M | +2.1% | +0.2% | +1.9% | +0.9% |
| YTD | +11.5% | +32.2% | -20.8% | +2.0% |
| 1Y | +13.5% | +42.8% | -29.3% | +1.7% |
| 3Y | +77.7% | +330.4% | -252.7% | +19.8% |
| All | +77.7% | +327.8% | -250.1% | +19.8% |
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