+1,753.6%
TSM vs M
-6.4%
+1,760.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.7% |
| 7D | +6.0% | +2.4% | +3.7% | +5.7% |
| 30D | +4.5% | -11.6% | +16.1% | +6.4% |
| 3M | +3.1% | +1.6% | +1.5% | +2.5% |
| 6M | +30.2% | +25.2% | +5.0% | +25.2% |
| YTD | +45.2% | +3.8% | +41.5% | +43.4% |
| 1Y | +79.6% | +36.3% | +43.2% | +69.7% |
| 3Y | +411.0% | +116.3% | +294.6% | +341.4% |
| 5Y | +290.7% | +28.2% | +262.5% | +253.4% |
| 10Y | +1,753.6% | -3.4% | +1,757.0% | +1,449.3% |
| All | +1,753.6% | -6.4% | +1,760.0% | +1,449.3% |
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