+1,598.5%
TSM vs B
+184.6%
+1,413.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.1% | +8.1% | +3.0% |
| 7D | -2.1% | +7.1% | -9.2% | -3.3% |
| 30D | -12.5% | -3.3% | -9.2% | -12.2% |
| 3M | -5.0% | -2.5% | -2.5% | -4.9% |
| 6M | -3.2% | -7.2% | +4.0% | -2.7% |
| YTD | +31.5% | -7.4% | +38.8% | +31.8% |
| 1Y | +35.7% | +16.4% | +19.3% | +31.5% |
| 3Y | +323.5% | +178.7% | +144.8% | +261.2% |
| 5Y | +263.4% | +121.7% | +141.7% | +213.7% |
| 10Y | +1,598.5% | +208.6% | +1,389.9% | +1,331.1% |
| All | +1,598.5% | +184.6% | +1,413.9% | +1,331.1% |
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