+1,410.4%
TSM vs M
-4.2%
+1,414.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.6% | +10.9% | +7.0% |
| 7D | -7.6% | -4.3% | -3.3% | -7.0% |
| 30D | -20.5% | +1.3% | -21.8% | -20.8% |
| 3M | -10.0% | -7.4% | -2.6% | -9.2% |
| 6M | -10.1% | +18.3% | -28.4% | -12.9% |
| YTD | +24.5% | +7.6% | +16.9% | +22.0% |
| 1Y | +31.2% | +17.4% | +13.8% | +26.6% |
| 3Y | +322.0% | +108.4% | +213.6% | +265.8% |
| 5Y | +245.3% | -10.6% | +255.9% | +222.5% |
| All | +1,410.4% | -4.2% | +1,414.5% | +1,190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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