+289.2%
TSM vs LUNR
+53.5%
+235.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.8% |
| 7D | +2.7% | -3.6% | +6.4% | +2.8% |
| 30D | +3.6% | +5.9% | -2.3% | +3.5% |
| 3M | -3.4% | -56.0% | +52.6% | -2.5% |
| 6M | +20.6% | -20.5% | +41.1% | +20.8% |
| YTD | +41.9% | -8.7% | +50.6% | +41.8% |
| 1Y | +84.4% | +75.9% | +8.5% | +83.3% |
| 3Y | +380.2% | +202.9% | +177.4% | +386.6% |
| All | +289.2% | +53.5% | +235.7% | +299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling