+12,377.6%
TSM vs O
+2,361.7%
+10,015.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -2.5% | +3.3% | -5.8% | -3.8% |
| 30D | -14.3% | +10.3% | -24.6% | -17.8% |
| 3M | -7.2% | -3.5% | -3.8% | -6.3% |
| 6M | -5.1% | -1.3% | -3.8% | -5.6% |
| YTD | +28.9% | +10.3% | +18.6% | +22.2% |
| 1Y | +37.1% | +10.4% | +26.7% | +29.7% |
| 3Y | +341.5% | +40.0% | +301.5% | +269.4% |
| 5Y | +245.7% | +12.4% | +233.3% | +214.7% |
| 10Y | +1,502.2% | +78.2% | +1,424.0% | +993.5% |
| All | +12,377.6% | +2,361.7% | +10,015.8% | +1,496.5% |
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