+1,779.8%
TSM vs KEYS
+1,049.9%
+729.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | -0.9% |
| 7D | +1.0% | +3.5% | -2.5% | -0.9% |
| 30D | +1.0% | -4.5% | +5.4% | +3.3% |
| 3M | +2.9% | -0.4% | +3.3% | +2.9% |
| 6M | +22.8% | +19.1% | +3.7% | +11.3% |
| YTD | +43.3% | +66.7% | -23.4% | +6.9% |
| 1Y | +69.2% | +96.5% | -27.3% | +14.8% |
| 3Y | +404.5% | +155.2% | +249.4% | +193.4% |
| 5Y | +282.2% | +88.0% | +194.2% | +154.3% |
| All | +1,779.8% | +1,049.9% | +729.9% | +438.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 10y: compounded portfolio wealth divided by compounded KEYS 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…
10y analysis · Full analysis span regression · 6 months rolling