+27.2%
TSM vs Q
+66.4%
-39.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.3% | 0.0% | +3.2% |
| 7D | -7.6% | +0.3% | -7.8% | -7.4% |
| 30D | -20.5% | -9.8% | -10.7% | -16.5% |
| 3M | -10.0% | -12.2% | +2.2% | -4.7% |
| 6M | -10.1% | -21.6% | +11.6% | -0.6% |
| YTD | +24.5% | +43.6% | -19.0% | +9.3% |
| 1Y | +31.2% | +25.7% | +5.5% | +17.6% |
| All | +27.2% | +66.4% | -39.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling