+2,214.1%
TSM vs P
+469.1%
+1,745.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.8% | +5.3% |
| 7D | -7.6% | -23.8% | +16.3% | -0.2% |
| 30D | -20.5% | -36.6% | +16.1% | -9.8% |
| 3M | -10.0% | +10.9% | -20.9% | -14.0% |
| 6M | -10.1% | +30.0% | -40.0% | -19.0% |
| YTD | +24.5% | +44.4% | -19.9% | +7.8% |
| 1Y | +31.2% | +3.9% | +27.2% | +22.2% |
| 3Y | +322.0% | +176.6% | +145.4% | +185.7% |
| 5Y | +245.3% | +249.3% | -4.0% | +114.7% |
| 10Y | +1,465.8% | +726.9% | +738.9% | +687.0% |
| All | +2,214.1% | +469.1% | +1,745.0% | +1,060.7% |
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