+411.0%
TSM vs ON
-28.0%
+439.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +3.9% |
| 7D | +6.0% | -2.2% | +8.2% | +6.8% |
| 30D | +4.5% | -12.4% | +16.9% | +9.4% |
| 3M | +3.1% | -41.2% | +44.3% | +21.5% |
| 6M | +30.2% | +25.0% | +5.2% | +14.6% |
| YTD | +45.2% | +31.3% | +13.9% | +25.0% |
| 1Y | +79.6% | +45.4% | +34.1% | +47.9% |
| 3Y | +411.0% | -27.4% | +438.4% | +397.3% |
| All | +411.0% | -28.0% | +439.0% | +397.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling