+13,634.3%
TSM vs B
+177.4%
+13,457.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.1% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | +3.6% | +9.4% | -5.8% | +2.4% |
| 3M | -3.4% | +5.0% | -8.4% | -4.1% |
| 6M | +20.6% | -3.5% | +24.2% | +20.7% |
| YTD | +41.9% | +4.5% | +37.4% | +40.5% |
| 1Y | +84.4% | +67.8% | +16.6% | +73.1% |
| 3Y | +380.2% | +196.7% | +183.5% | +320.8% |
| 5Y | +275.3% | +151.9% | +123.4% | +231.0% |
| 10Y | +1,751.4% | +202.2% | +1,549.2% | +1,464.5% |
| All | +13,634.3% | +177.4% | +13,457.0% | +14,483.2% |
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 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