+273.1%
TSM vs ON
+62.4%
+210.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +2.7% | +2.4% | +0.3% | +1.8% |
| 30D | +3.6% | -3.3% | +6.9% | +4.8% |
| 3M | -3.4% | -43.6% | +40.2% | +17.6% |
| 6M | +20.6% | +19.0% | +1.7% | +7.2% |
| YTD | +41.9% | +37.4% | +4.5% | +18.5% |
| 1Y | +84.4% | +54.8% | +29.6% | +45.7% |
| 3Y | +380.2% | -25.2% | +405.4% | +370.0% |
| All | +273.1% | +62.4% | +210.7% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling