+82.8%
SPY vs TSM
+278.4%
-195.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.7% |
| 30D | +0.1% | +3.6% | -3.5% | -1.0% |
| 3M | +2.0% | -3.4% | +5.4% | +2.3% |
| 6M | +13.0% | +20.6% | -7.6% | +5.6% |
| YTD | +13.5% | +41.9% | -28.3% | +0.8% |
| 1Y | +20.0% | +84.4% | -64.4% | -2.0% |
| 3Y | +77.2% | +380.2% | -303.0% | +1.4% |
| All | +82.8% | +278.4% | -195.6% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling