+2,536.6%
TSM vs P
+485.4%
+2,051.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +2.7% | +6.5% | -3.8% | +0.8% |
| 30D | +3.6% | +18.8% | -15.2% | -2.3% |
| 3M | -3.4% | +26.7% | -30.1% | -10.6% |
| 6M | +20.6% | +62.2% | -41.6% | +2.6% |
| YTD | +41.9% | +48.5% | -6.6% | +22.8% |
| 1Y | +84.4% | +26.4% | +58.0% | +63.5% |
| 3Y | +380.2% | +159.4% | +220.8% | +232.7% |
| 5Y | +275.3% | +275.8% | -0.5% | +130.6% |
| 10Y | +1,751.4% | +732.0% | +1,019.4% | +830.9% |
| All | +2,536.6% | +485.4% | +2,051.2% | +1,221.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling