+293.1%
TSM vs LUNR
+48.7%
+244.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.2% |
| 7D | +1.0% | -3.1% | +4.1% | +1.1% |
| 30D | +1.0% | -15.3% | +16.3% | +1.2% |
| 3M | +2.9% | -53.2% | +56.1% | +3.8% |
| 6M | +22.8% | -22.2% | +45.0% | +23.0% |
| YTD | +43.3% | -11.6% | +54.9% | +43.3% |
| 1Y | +69.2% | +68.4% | +0.8% | +68.3% |
| 3Y | +404.5% | +216.8% | +187.7% | +411.9% |
| All | +293.1% | +48.7% | +244.4% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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