+1,753.6%
TSM vs O
+50.0%
+1,703.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | +4.5% | -2.0% | +6.5% | +5.0% |
| 3M | +3.1% | +3.0% | +0.1% | +1.9% |
| 6M | +30.2% | -3.6% | +33.9% | +30.8% |
| YTD | +45.2% | +12.1% | +33.2% | +40.0% |
| 1Y | +79.6% | +8.9% | +70.7% | +74.2% |
| 3Y | +411.0% | +30.3% | +380.7% | +361.8% |
| 5Y | +290.7% | +13.7% | +277.0% | +267.2% |
| 10Y | +1,753.6% | +50.3% | +1,703.3% | +1,515.6% |
| All | +1,753.6% | +50.0% | +1,703.6% | +1,515.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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