+4,575.5%
TSM vs ON
+199.0%
+4,376.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.6% |
| 7D | +2.7% | +2.4% | +0.3% | +2.0% |
| 30D | +3.6% | -3.3% | +6.9% | +4.6% |
| 3M | -3.4% | -43.6% | +40.2% | +12.7% |
| 6M | +20.6% | +19.0% | +1.7% | +11.5% |
| YTD | +41.9% | +37.4% | +4.5% | +25.3% |
| 1Y | +84.4% | +54.8% | +29.6% | +56.5% |
| 3Y | +380.2% | -25.2% | +405.4% | +378.6% |
| 5Y | +275.3% | +62.7% | +212.6% | +190.2% |
| 10Y | +1,751.4% | +574.3% | +1,177.0% | +794.4% |
| All | +4,575.5% | +199.0% | +4,376.5% | +1,703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling