+2,708.9%
TSM vs KEYS
+1,086.4%
+1,622.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +4.8% | +2.9% | +1.8% | +3.3% |
| 30D | +4.0% | -1.3% | +5.3% | +4.6% |
| 3M | +2.0% | -0.1% | +2.1% | +1.9% |
| 6M | +25.5% | +17.4% | +8.1% | +15.4% |
| YTD | +44.0% | +62.9% | -18.9% | +10.9% |
| 1Y | +75.4% | +95.7% | -20.3% | +22.6% |
| 3Y | +406.7% | +150.2% | +256.6% | +210.0% |
| 5Y | +285.0% | +83.1% | +201.9% | +167.9% |
| 10Y | +1,815.4% | +1,020.9% | +794.5% | +567.3% |
| All | +2,708.9% | +1,086.4% | +1,622.5% | +871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling