+1,598.5%
TSM vs O
+78.3%
+1,520.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -2.1% | +3.5% | -5.6% | -2.9% |
| 30D | -12.5% | +10.4% | -23.0% | -14.6% |
| 3M | -5.0% | -2.4% | -2.6% | -4.6% |
| 6M | -3.2% | -1.2% | -2.0% | -3.5% |
| YTD | +31.5% | +10.4% | +21.1% | +27.1% |
| 1Y | +35.7% | +11.4% | +24.3% | +30.7% |
| 3Y | +323.5% | +40.4% | +283.1% | +274.0% |
| 5Y | +263.4% | +12.1% | +251.2% | +243.1% |
| 10Y | +1,598.5% | +82.7% | +1,515.8% | +1,299.6% |
| All | +1,598.5% | +78.3% | +1,520.2% | +1,299.6% |
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