+79.6%
TSM vs A
+16.1%
+63.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.0% |
| 7D | +6.0% | -2.1% | +8.1% | +6.5% |
| 30D | +4.5% | +0.6% | +3.9% | +4.4% |
| 3M | +3.1% | +10.9% | -7.8% | +0.4% |
| 6M | +30.2% | +28.2% | +2.1% | +21.6% |
| YTD | +45.2% | +8.6% | +36.6% | +42.4% |
| 1Y | +79.6% | +15.5% | +64.0% | +72.8% |
| All | +79.6% | +16.1% | +63.4% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling