+1,672.6%
TSM vs B
+218.7%
+1,454.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | +14.8% | -6.2% | +21.0% | +16.0% |
| 30D | -8.9% | -6.6% | -2.3% | -8.0% |
| 3M | -5.3% | -7.9% | +2.6% | -4.3% |
| 6M | +2.6% | -16.8% | +19.4% | +5.0% |
| YTD | +34.5% | -11.7% | +46.2% | +35.8% |
| 1Y | +41.0% | +3.5% | +37.5% | +39.1% |
| 3Y | +333.1% | +165.7% | +167.4% | +271.8% |
| 5Y | +270.1% | +108.4% | +161.7% | +222.2% |
| All | +1,672.6% | +218.7% | +1,454.0% | +1,386.9% |
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