+1,672.6%
TSM vs RF
+219.4%
+1,453.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +14.8% | +0.4% | +14.5% | +14.7% |
| 30D | -8.9% | +5.6% | -14.5% | -10.4% |
| 3M | -5.3% | -8.9% | +3.6% | -2.6% |
| 6M | +2.6% | +7.1% | -4.5% | -0.2% |
| YTD | +34.5% | +8.3% | +26.2% | +29.9% |
| 1Y | +41.0% | +16.8% | +24.2% | +32.8% |
| 3Y | +333.1% | +115.0% | +218.1% | +229.1% |
| 5Y | +270.1% | +46.4% | +223.7% | +211.4% |
| All | +1,672.6% | +219.4% | +1,453.2% | +1,127.4% |
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