+1,410.4%
TSM vs RF
+279.4%
+1,131.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -7.6% | -0.9% | -6.6% | -7.3% |
| 30D | -20.5% | +6.0% | -26.5% | -21.9% |
| 3M | -10.0% | -8.9% | -1.1% | -7.5% |
| 6M | -10.1% | +2.3% | -12.4% | -11.2% |
| YTD | +24.5% | +7.6% | +17.0% | +20.6% |
| 1Y | +31.2% | +21.2% | +10.0% | +22.3% |
| 3Y | +322.0% | +108.5% | +213.4% | +226.1% |
| 5Y | +245.3% | +43.2% | +202.0% | +193.7% |
| All | +1,410.4% | +279.4% | +1,131.0% | +1,107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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