+11,237.1%
TSM vs RF
+135.6%
+11,101.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.1% | -8.6% | -10.2% |
| 7D | -18.2% | -1.6% | -16.6% | -17.8% |
| 30D | -26.8% | +5.0% | -31.8% | -27.7% |
| 3M | -14.5% | -10.0% | -4.5% | -12.2% |
| 6M | -10.0% | +3.3% | -13.3% | -11.2% |
| YTD | +17.1% | +7.9% | +9.2% | +14.0% |
| 1Y | +21.5% | +21.2% | +0.3% | +14.7% |
| 3Y | +300.4% | +105.8% | +194.6% | +224.6% |
| 5Y | +224.7% | +43.7% | +181.0% | +184.9% |
| 10Y | +1,372.7% | +289.4% | +1,083.2% | +834.4% |
| All | +11,237.1% | +135.6% | +11,101.6% | +5,417.4% |
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 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