+5,289.0%
TSM vs A
+546.2%
+4,742.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.5% |
| 7D | -7.6% | -0.1% | -7.5% | -7.4% |
| 30D | -20.5% | +3.4% | -23.8% | -21.5% |
| 3M | -10.0% | +23.8% | -33.8% | -18.4% |
| 6M | -10.1% | +49.0% | -59.1% | -25.9% |
| YTD | +24.5% | +29.4% | -4.9% | +8.8% |
| 1Y | +31.2% | +19.4% | +11.8% | +18.7% |
| 3Y | +322.0% | +66.2% | +255.8% | +222.1% |
| 5Y | +245.3% | +15.8% | +229.5% | +204.4% |
| 10Y | +1,465.8% | +326.1% | +1,139.7% | +659.6% |
| All | +5,289.0% | +546.2% | +4,742.7% | +1,489.6% |
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