+13,634.3%
TSM vs M
+119.7%
+13,514.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +2.2% |
| 7D | +2.7% | +4.7% | -2.0% | +1.6% |
| 30D | +3.6% | -9.6% | +13.2% | +6.1% |
| 3M | -3.4% | +0.9% | -4.2% | -4.1% |
| 6M | +20.6% | +22.3% | -1.7% | +13.8% |
| YTD | +41.9% | +6.5% | +35.3% | +38.0% |
| 1Y | +84.4% | +38.8% | +45.6% | +66.9% |
| 3Y | +380.2% | +115.9% | +264.3% | +269.7% |
| 5Y | +275.3% | +28.6% | +246.7% | +206.2% |
| 10Y | +1,751.4% | -2.5% | +1,753.9% | +1,203.1% |
| All | +13,634.3% | +119.7% | +13,514.7% | +4,084.7% |
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