+1,641.8%
TSM vs P
+686.0%
+955.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.2% | +2.9% |
| 7D | +4.4% | -4.7% | +9.2% | +6.0% |
| 30D | -7.0% | -31.4% | +24.5% | +3.9% |
| 3M | -1.8% | -2.6% | +0.8% | -2.4% |
| 6M | +2.7% | +21.9% | -19.2% | -6.3% |
| YTD | +37.1% | +58.9% | -21.8% | +13.7% |
| 1Y | +43.5% | +21.7% | +21.7% | +26.3% |
| 3Y | +341.5% | +193.3% | +148.2% | +180.8% |
| 5Y | +278.9% | +275.1% | +3.7% | +117.6% |
| 10Y | +1,641.8% | +655.3% | +986.5% | +701.2% |
| All | +1,641.8% | +686.0% | +955.8% | +701.2% |
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