+236.4%
TSM vs ALL
+143.1%
+93.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +6.0% |
| 7D | -7.6% | -1.9% | -5.6% | -7.7% |
| 30D | -20.5% | +13.8% | -34.3% | -19.8% |
| 3M | -10.0% | -7.0% | -3.0% | -10.1% |
| 6M | -10.1% | +18.0% | -28.1% | -9.6% |
| YTD | +24.5% | +24.2% | +0.3% | +24.9% |
| 1Y | +31.2% | +31.2% | 0.0% | +31.2% |
| 3Y | +322.0% | +107.5% | +214.4% | +294.3% |
| All | +236.4% | +143.1% | +93.3% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling