+262.8%
TSM vs LUNR
+34.7%
+228.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | +6.2% | +24.2% | -18.0% | +5.7% |
| 30D | -7.3% | +18.0% | -25.2% | -7.6% |
| 3M | -7.1% | -26.0% | +18.8% | -6.9% |
| 6M | +0.2% | -63.6% | +63.8% | +1.2% |
| YTD | +32.2% | -19.9% | +52.1% | +32.2% |
| 1Y | +42.8% | +50.1% | -7.3% | +42.0% |
| 3Y | +330.4% | +374.5% | -44.1% | +338.9% |
| All | +262.8% | +34.7% | +228.1% | +272.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling