+273.1%
TSM vs ALL
+118.4%
+154.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +3.6% | -1.5% | +5.1% | +3.6% |
| 3M | -3.4% | +23.6% | -27.0% | -3.0% |
| 6M | +20.6% | +22.3% | -1.7% | +21.1% |
| YTD | +41.9% | +26.5% | +15.4% | +42.3% |
| 1Y | +84.4% | +27.0% | +57.4% | +84.8% |
| 3Y | +380.2% | +149.6% | +230.6% | +339.0% |
| All | +273.1% | +118.4% | +154.7% | +246.1% |
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 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