+330.4%
TSM vs LUNR
+348.3%
-17.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | +6.2% | +24.2% | -18.0% | +4.1% |
| 30D | -7.3% | +18.0% | -25.2% | -8.8% |
| 3M | -7.1% | -26.0% | +18.8% | -5.6% |
| 6M | +0.2% | -63.6% | +63.8% | +6.0% |
| YTD | +32.2% | -19.9% | +52.1% | +30.7% |
| 1Y | +42.8% | +50.1% | -7.3% | +34.9% |
| 3Y | +330.4% | +374.5% | -44.1% | +323.7% |
| All | +330.4% | +348.3% | -17.9% | +323.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling