+43.5%
TSM vs ALL
+30.4%
+13.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.5% |
| 7D | +4.4% | -2.6% | +7.0% | +2.9% |
| 30D | -7.0% | +12.7% | -19.7% | +0.3% |
| 3M | -1.8% | +0.4% | -2.2% | -0.7% |
| 6M | +2.7% | +23.8% | -21.1% | +17.4% |
| YTD | +37.1% | +27.8% | +9.3% | +58.7% |
| 1Y | +43.5% | +28.9% | +14.6% | +67.1% |
| All | +43.5% | +30.4% | +13.0% | +67.1% |
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 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