+79.6%
TSM vs O
+9.0%
+70.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.2% |
| 7D | +6.0% | -0.6% | +6.6% | +5.8% |
| 30D | +4.5% | -2.0% | +6.5% | +3.6% |
| 3M | +3.1% | +3.0% | +0.1% | +3.4% |
| 6M | +30.2% | -3.6% | +33.9% | +30.1% |
| YTD | +45.2% | +12.1% | +33.2% | +46.3% |
| 1Y | +79.6% | +8.9% | +70.7% | +80.8% |
| All | +79.6% | +9.0% | +70.5% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling