-10.1%
TSM vs A
+46.4%
-56.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.9% |
| 7D | -7.6% | -0.1% | -7.5% | -7.4% |
| 30D | -20.5% | +3.4% | -23.8% | -20.6% |
| 3M | -10.0% | +23.8% | -33.8% | -12.1% |
| 6M | -10.1% | +49.0% | -59.1% | -13.7% |
| All | -10.1% | +46.4% | -56.4% | -13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling