+2,076.4%
TSM vs P
+449.6%
+1,626.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -16.4% | +5.6% | -6.1% |
| 7D | -18.2% | -31.9% | +13.7% | -8.9% |
| 30D | -26.8% | -36.5% | +9.7% | -17.0% |
| 3M | -14.5% | +11.6% | -26.1% | -18.5% |
| 6M | -10.0% | +25.2% | -35.2% | -18.2% |
| YTD | +17.1% | +39.4% | -22.3% | +2.4% |
| 1Y | +21.5% | -3.7% | +25.2% | +15.7% |
| 3Y | +300.4% | +167.3% | +133.1% | +173.6% |
| 5Y | +224.7% | +237.3% | -12.6% | +103.9% |
| 10Y | +1,372.7% | +698.6% | +674.0% | +647.3% |
| All | +2,076.4% | +449.6% | +1,626.7% | +1,002.2% |
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 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