+1,643.1%
TSM vs O
+80.9%
+1,562.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -7.3% | +7.1% | -14.4% | -8.9% |
| 3M | -7.1% | -5.2% | -1.9% | -6.1% |
| 6M | +0.2% | -1.8% | +2.0% | +0.1% |
| YTD | +32.2% | +9.1% | +23.2% | +28.2% |
| 1Y | +42.8% | +9.7% | +33.1% | +38.1% |
| 3Y | +330.4% | +39.1% | +291.3% | +280.5% |
| 5Y | +263.9% | +8.4% | +255.6% | +246.8% |
| All | +1,643.1% | +80.9% | +1,562.2% | +1,334.7% |
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