+236.4%
TSM vs O
+10.1%
+226.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.4% |
| 7D | -7.6% | +3.7% | -11.3% | -7.8% |
| 30D | -20.5% | +11.2% | -31.7% | -21.2% |
| 3M | -10.0% | -4.0% | -6.0% | -9.6% |
| 6M | -10.1% | -5.2% | -4.8% | -9.6% |
| YTD | +24.5% | +9.5% | +15.0% | +22.0% |
| 1Y | +31.2% | +10.6% | +20.6% | +28.1% |
| 3Y | +322.0% | +38.1% | +283.9% | +272.3% |
| All | +236.4% | +10.1% | +226.2% | +233.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling