+36.0%
TSM vs ALL
+42.7%
-6.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -0.4% |
| 7D | -10.0% | +7.5% | -17.5% | -5.7% |
| 30D | -18.5% | +19.7% | -38.3% | -8.9% |
| 3M | -4.9% | +2.9% | -7.8% | -2.2% |
| 6M | -1.0% | +23.5% | -24.5% | +13.9% |
| YTD | +31.3% | +31.1% | +0.1% | +54.4% |
| 1Y | +36.0% | +40.5% | -4.5% | +65.2% |
| All | +36.0% | +42.7% | -6.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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