+13,171.6%
TSM vs RF
+137.5%
+13,034.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +4.4% | -1.3% | +5.8% | +4.9% |
| 30D | -7.0% | +4.6% | -11.6% | -8.1% |
| 3M | -1.8% | -8.4% | +6.6% | +0.4% |
| 6M | +2.7% | +8.9% | -6.2% | 0.0% |
| YTD | +37.1% | +8.8% | +28.3% | +33.2% |
| 1Y | +43.5% | +18.9% | +24.6% | +36.1% |
| 3Y | +341.5% | +116.0% | +225.5% | +253.4% |
| 5Y | +278.9% | +46.0% | +232.8% | +231.0% |
| 10Y | +1,641.8% | +231.7% | +1,410.1% | +1,052.4% |
| All | +13,171.6% | +137.5% | +13,034.1% | +6,345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling