+1,598.5%
TSM vs ALL
+372.0%
+1,226.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.6% |
| 7D | -2.1% | -0.1% | -1.9% | -2.1% |
| 30D | -12.5% | +13.8% | -26.3% | -14.6% |
| 3M | -5.0% | -2.8% | -2.2% | -4.8% |
| 6M | -3.2% | +23.7% | -26.9% | -8.4% |
| YTD | +31.5% | +27.3% | +4.2% | +23.1% |
| 1Y | +35.7% | +30.5% | +5.2% | +26.1% |
| 3Y | +323.5% | +113.0% | +210.5% | +229.1% |
| 5Y | +263.4% | +157.6% | +105.8% | +154.4% |
| 10Y | +1,598.5% | +368.4% | +1,230.1% | +921.1% |
| All | +1,598.5% | +372.0% | +1,226.5% | +921.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling