+1,753.6%
TSM vs A
+237.5%
+1,516.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.7% |
| 7D | +6.0% | -2.1% | +8.1% | +7.1% |
| 30D | +4.5% | +0.6% | +3.9% | +4.0% |
| 3M | +3.1% | +10.9% | -7.8% | -2.8% |
| 6M | +30.2% | +28.2% | +2.1% | +12.3% |
| YTD | +45.2% | +8.6% | +36.6% | +36.4% |
| 1Y | +79.6% | +15.5% | +64.0% | +62.2% |
| 3Y | +411.0% | +31.8% | +379.2% | +315.9% |
| 5Y | +290.7% | -14.9% | +305.6% | +298.8% |
| 10Y | +1,753.6% | +237.8% | +1,515.8% | +801.5% |
| All | +1,753.6% | +237.5% | +1,516.1% | +801.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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