+13,171.6%
TSM vs B
+142.1%
+13,029.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.8% | +4.4% |
| 7D | +4.4% | -2.7% | +7.1% | +4.7% |
| 30D | -7.0% | -4.3% | -2.6% | -6.6% |
| 3M | -1.8% | -2.3% | +0.5% | -1.8% |
| 6M | +2.7% | -16.2% | +18.9% | +4.4% |
| YTD | +37.1% | -8.8% | +45.9% | +37.7% |
| 1Y | +43.5% | +11.4% | +32.1% | +40.9% |
| 3Y | +341.5% | +174.3% | +167.2% | +290.4% |
| 5Y | +278.9% | +116.2% | +162.7% | +239.7% |
| 10Y | +1,641.8% | +222.7% | +1,419.0% | +1,366.9% |
| All | +13,171.6% | +142.1% | +13,029.5% | +14,191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling