+1,643.1%
TSM vs ON
+533.9%
+1,109.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +2.0% | -0.3% |
| 7D | +6.2% | +12.2% | -6.0% | +1.5% |
| 30D | -7.3% | -3.1% | -4.1% | -6.1% |
| 3M | -7.1% | -12.9% | +5.7% | -2.8% |
| 6M | +0.2% | -38.6% | +38.8% | +16.6% |
| YTD | +32.2% | +31.2% | +1.0% | +12.7% |
| 1Y | +42.8% | +47.6% | -4.9% | +15.9% |
| 3Y | +330.4% | +6.6% | +323.8% | +270.7% |
| 5Y | +263.9% | +21.3% | +242.7% | +179.7% |
| All | +1,643.1% | +533.9% | +1,109.2% | +612.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 10y: compounded portfolio wealth divided by compounded ON 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…
10y analysis · Full analysis span regression · 6 months rolling