+1,641.8%
TSM vs B
+203.3%
+1,438.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.8% | +4.5% |
| 7D | +4.4% | -2.7% | +7.1% | +4.8% |
| 30D | -7.0% | -4.3% | -2.6% | -6.4% |
| 3M | -1.8% | -2.3% | +0.5% | -1.8% |
| 6M | +2.7% | -16.2% | +18.9% | +5.0% |
| YTD | +37.1% | -8.8% | +45.9% | +37.7% |
| 1Y | +43.5% | +11.4% | +32.1% | +39.9% |
| 3Y | +341.5% | +174.3% | +167.2% | +276.9% |
| 5Y | +278.9% | +116.2% | +162.7% | +227.8% |
| 10Y | +1,641.8% | +222.7% | +1,419.0% | +1,347.2% |
| All | +1,641.8% | +203.3% | +1,438.5% | +1,347.2% |
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