+1,641.8%
TSM vs ALL
+371.2%
+1,270.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.2% |
| 7D | +4.4% | -2.6% | +7.0% | +4.8% |
| 30D | -7.0% | +12.7% | -19.7% | -9.0% |
| 3M | -1.8% | +0.4% | -2.2% | -2.2% |
| 6M | +2.7% | +23.8% | -21.1% | -2.8% |
| YTD | +37.1% | +27.8% | +9.3% | +28.3% |
| 1Y | +43.5% | +28.9% | +14.6% | +33.8% |
| 3Y | +341.5% | +113.9% | +227.6% | +242.9% |
| 5Y | +278.9% | +157.4% | +121.5% | +165.7% |
| 10Y | +1,641.8% | +369.0% | +1,272.8% | +946.8% |
| All | +1,641.8% | +371.2% | +1,270.6% | +946.8% |
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