+273.1%
TSM vs O
+13.2%
+259.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +2.9% |
| 7D | +2.7% | -0.7% | +3.5% | +2.8% |
| 30D | +3.6% | -1.9% | +5.5% | +3.8% |
| 3M | -3.4% | +3.8% | -7.2% | -4.1% |
| 6M | +20.6% | -4.7% | +25.4% | +21.2% |
| YTD | +41.9% | +12.5% | +29.4% | +38.7% |
| 1Y | +84.4% | +10.8% | +73.5% | +80.6% |
| 3Y | +380.2% | +28.8% | +351.4% | +344.3% |
| All | +273.1% | +13.2% | +259.9% | +262.8% |
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 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