+6,930.1%
TSM vs BR
+1,321.0%
+5,609.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.2% | +4.4% |
| 7D | +2.7% | -5.3% | +8.0% | +5.2% |
| 30D | +3.6% | +6.4% | -2.8% | +0.3% |
| 3M | -3.4% | +13.6% | -17.0% | -10.2% |
| 6M | +20.6% | -6.7% | +27.3% | +22.0% |
| YTD | +41.9% | -21.1% | +63.0% | +54.6% |
| 1Y | +84.4% | -29.6% | +113.9% | +111.6% |
| 3Y | +380.2% | -2.4% | +382.6% | +359.4% |
| 5Y | +275.3% | +11.2% | +264.1% | +229.0% |
| 10Y | +1,751.4% | +191.8% | +1,559.6% | +868.2% |
| All | +6,930.1% | +1,321.0% | +5,609.1% | +1,417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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