+278.9%
TSM vs B
+114.1%
+164.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.8% | +4.6% |
| 7D | +4.4% | -2.7% | +7.1% | +4.9% |
| 30D | -7.0% | -4.3% | -2.6% | -6.3% |
| 3M | -1.8% | -2.3% | +0.5% | -1.8% |
| 6M | +2.7% | -16.2% | +18.9% | +5.4% |
| YTD | +37.1% | -8.8% | +45.9% | +37.7% |
| 1Y | +43.5% | +11.4% | +32.1% | +39.1% |
| 3Y | +341.5% | +174.3% | +167.2% | +267.3% |
| 5Y | +278.9% | +116.2% | +162.7% | +215.9% |
| All | +278.9% | +114.1% | +164.8% | +215.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling