+84.4%
TSM vs P
+32.0%
+52.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +2.7% | +6.5% | -3.8% | +1.0% |
| 30D | +3.6% | +18.8% | -15.2% | -2.1% |
| 3M | -3.4% | +26.7% | -30.1% | -10.9% |
| 6M | +20.6% | +62.2% | -41.6% | +3.2% |
| YTD | +41.9% | +48.5% | -6.6% | +23.4% |
| 1Y | +84.4% | +26.4% | +58.0% | +58.5% |
| All | +84.4% | +32.0% | +52.4% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling