+12,629.9%
TSM vs M
+141.1%
+12,488.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | -2.1% | +5.0% | -7.1% | -3.4% |
| 30D | -12.5% | +10.6% | -23.2% | -15.0% |
| 3M | -5.0% | +1.6% | -6.6% | -6.0% |
| 6M | -3.2% | +30.8% | -34.0% | -10.6% |
| YTD | +31.5% | +16.9% | +14.6% | +24.3% |
| 1Y | +35.7% | +26.3% | +9.4% | +25.4% |
| 3Y | +323.5% | +158.6% | +164.9% | +211.0% |
| 5Y | +263.4% | +2.1% | +261.3% | +216.2% |
| 10Y | +1,598.5% | -4.3% | +1,602.8% | +1,110.6% |
| All | +12,629.9% | +141.1% | +12,488.9% | +3,670.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling