+75.4%
TSM vs BEN
+45.3%
+30.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | +4.8% | +3.4% | +1.4% | +3.4% |
| 30D | +4.0% | +1.8% | +2.2% | +3.3% |
| 3M | +2.0% | +8.4% | -6.4% | -1.4% |
| 6M | +25.5% | +35.6% | -10.1% | +10.1% |
| YTD | +44.0% | +46.4% | -2.4% | +23.7% |
| 1Y | +75.4% | +46.3% | +29.1% | +47.5% |
| All | +75.4% | +45.3% | +30.1% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling