+1,502.2%
TSM vs M
+3.7%
+1,498.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +2.3% |
| 7D | -2.5% | +2.5% | -5.1% | -2.9% |
| 30D | -14.3% | +10.1% | -24.3% | -15.6% |
| 3M | -7.2% | -0.9% | -6.3% | -7.4% |
| 6M | -5.1% | +30.2% | -35.3% | -9.4% |
| YTD | +28.9% | +16.3% | +12.6% | +24.8% |
| 1Y | +37.1% | +27.0% | +10.1% | +30.7% |
| 3Y | +341.5% | +154.5% | +187.0% | +272.3% |
| 5Y | +245.7% | -1.1% | +246.8% | +218.5% |
| 10Y | +1,502.2% | +0.5% | +1,501.8% | +1,247.0% |
| All | +1,502.2% | +3.7% | +1,498.5% | +1,247.0% |
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