+322.0%
TSM vs ON
-7.8%
+329.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.9% | +6.1% |
| 7D | -7.6% | -11.7% | +4.1% | -3.0% |
| 30D | -20.5% | -23.3% | +2.8% | -12.2% |
| 3M | -10.0% | -19.2% | +9.2% | -3.1% |
| 6M | -10.1% | -40.1% | +30.1% | +4.8% |
| YTD | +24.5% | +16.9% | +7.6% | +10.0% |
| 1Y | +31.2% | +29.7% | +1.4% | +10.8% |
| 3Y | +322.0% | -4.4% | +326.4% | +268.9% |
| All | +322.0% | -7.8% | +329.8% | +268.9% |
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