+1,410.4%
TSM vs P
+713.7%
+696.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.2% |
| 7D | -7.6% | -23.8% | +16.3% | +0.3% |
| 30D | -20.5% | -36.6% | +16.1% | -9.0% |
| 3M | -10.0% | +10.9% | -20.9% | -14.4% |
| 6M | -10.1% | +30.0% | -40.0% | -19.7% |
| YTD | +24.5% | +44.4% | -19.9% | +6.5% |
| 1Y | +31.2% | +3.9% | +27.2% | +21.4% |
| 3Y | +322.0% | +176.6% | +145.4% | +174.4% |
| 5Y | +245.3% | +249.3% | -4.0% | +103.9% |
| All | +1,410.4% | +713.7% | +696.7% | +612.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling