+1,641.8%
TSM vs M
-5.1%
+1,646.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | +4.4% | -3.3% | +7.8% | +5.0% |
| 30D | -7.0% | +8.1% | -15.1% | -8.2% |
| 3M | -1.8% | +2.2% | -4.0% | -2.5% |
| 6M | +2.7% | +35.1% | -32.4% | -2.6% |
| YTD | +37.1% | +15.8% | +21.3% | +32.8% |
| 1Y | +43.5% | +25.8% | +17.6% | +37.0% |
| 3Y | +341.5% | +156.2% | +185.3% | +271.7% |
| 5Y | +278.9% | -2.4% | +281.2% | +249.4% |
| 10Y | +1,641.8% | -7.1% | +1,648.9% | +1,386.6% |
| All | +1,641.8% | -5.1% | +1,646.9% | +1,386.6% |
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