+346.2%
TSM vs M
+159.6%
+186.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.4% |
| 7D | +4.4% | -3.3% | +7.8% | +5.2% |
| 30D | -7.0% | +8.1% | -15.1% | -8.7% |
| 3M | -1.8% | +2.2% | -4.0% | -2.7% |
| 6M | +2.7% | +35.1% | -32.4% | -5.1% |
| YTD | +37.1% | +15.8% | +21.3% | +30.5% |
| 1Y | +43.5% | +25.8% | +17.6% | +33.5% |
| All | +346.2% | +159.6% | +186.6% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling