+5,478.1%
TSM vs A
+566.3%
+4,911.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.1% |
| 7D | -2.5% | +4.8% | -7.3% | -4.4% |
| 30D | -14.3% | +5.6% | -19.9% | -16.2% |
| 3M | -7.2% | +23.6% | -30.8% | -15.8% |
| 6M | -5.1% | +56.4% | -61.5% | -23.5% |
| YTD | +28.9% | +33.4% | -4.5% | +11.1% |
| 1Y | +37.1% | +23.7% | +13.4% | +22.1% |
| 3Y | +341.5% | +71.0% | +270.5% | +232.8% |
| 5Y | +245.7% | +16.8% | +228.9% | +203.6% |
| 10Y | +1,502.2% | +323.8% | +1,178.5% | +678.9% |
| All | +5,478.1% | +566.3% | +4,911.9% | +1,523.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling