+11,954.4%
TSM vs ALL
+1,129.2%
+10,825.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.5% | +10.8% | +7.9% |
| 7D | -7.6% | -1.9% | -5.6% | -7.1% |
| 30D | -20.5% | +13.8% | -34.3% | -24.4% |
| 3M | -10.0% | -7.0% | -3.0% | -8.5% |
| 6M | -10.1% | +18.0% | -28.1% | -17.1% |
| YTD | +24.5% | +24.2% | +0.3% | +11.9% |
| 1Y | +31.2% | +31.2% | 0.0% | +15.3% |
| 3Y | +322.0% | +107.5% | +214.4% | +200.3% |
| 5Y | +245.3% | +144.8% | +100.5% | +122.4% |
| 10Y | +1,465.8% | +375.8% | +1,090.1% | +643.6% |
| All | +11,954.4% | +1,129.2% | +10,825.2% | +2,610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling