+1,598.5%
TSM vs P
+691.2%
+907.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.9% | +2.3% |
| 7D | -2.1% | -13.3% | +11.3% | +2.3% |
| 30D | -12.5% | -34.0% | +21.5% | -1.1% |
| 3M | -5.0% | +4.1% | -9.1% | -7.7% |
| 6M | -3.2% | +30.5% | -33.7% | -13.8% |
| YTD | +31.5% | +52.2% | -20.7% | +10.5% |
| 1Y | +35.7% | +10.3% | +25.4% | +23.2% |
| 3Y | +323.5% | +180.9% | +142.6% | +172.9% |
| 5Y | +263.4% | +259.7% | +3.7% | +111.4% |
| 10Y | +1,598.5% | +652.6% | +945.9% | +691.8% |
| All | +1,598.5% | +691.2% | +907.4% | +691.8% |
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