+1,502.2%
TSM vs ALL
+367.3%
+1,134.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -2.5% | -3.9% | +1.4% | -2.0% |
| 30D | -14.3% | +10.6% | -24.9% | -15.9% |
| 3M | -7.2% | -4.6% | -2.7% | -6.8% |
| 6M | -5.1% | +20.2% | -25.3% | -9.7% |
| YTD | +28.9% | +23.7% | +5.2% | +21.3% |
| 1Y | +37.1% | +27.9% | +9.2% | +27.8% |
| 3Y | +341.5% | +109.2% | +232.3% | +244.0% |
| 5Y | +245.7% | +148.0% | +97.7% | +144.7% |
| 10Y | +1,502.2% | +363.8% | +1,138.5% | +927.6% |
| All | +1,502.2% | +367.3% | +1,134.9% | +927.6% |
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