+13,634.3%
TSM vs O
+2,409.6%
+11,224.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.2% |
| 7D | +2.7% | -0.7% | +3.5% | +3.0% |
| 30D | +3.6% | -1.9% | +5.5% | +4.3% |
| 3M | -3.4% | +3.8% | -7.2% | -5.4% |
| 6M | +20.6% | -4.7% | +25.4% | +21.9% |
| YTD | +41.9% | +12.5% | +29.4% | +34.0% |
| 1Y | +84.4% | +10.8% | +73.5% | +74.8% |
| 3Y | +380.2% | +28.8% | +351.4% | +317.0% |
| 5Y | +275.3% | +13.2% | +262.1% | +241.1% |
| 10Y | +1,751.4% | +53.5% | +1,697.9% | +1,256.3% |
| All | +13,634.3% | +2,409.6% | +11,224.7% | +1,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling