+1,643.1%
TSM vs B
+216.6%
+1,426.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +6.2% | -7.3% | +13.5% | +7.5% |
| 30D | -7.3% | -3.3% | -3.9% | -6.9% |
| 3M | -7.1% | -7.8% | +0.6% | -6.2% |
| 6M | +0.2% | -15.5% | +15.8% | +2.3% |
| YTD | +32.2% | -12.3% | +44.5% | +33.7% |
| 1Y | +42.8% | +5.4% | +37.4% | +40.5% |
| 3Y | +330.4% | +165.5% | +164.9% | +269.6% |
| 5Y | +263.9% | +107.0% | +156.9% | +217.2% |
| All | +1,643.1% | +216.6% | +1,426.5% | +1,363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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