+1,815.4%
TSM vs RL
+297.6%
+1,517.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.3% |
| 7D | +4.8% | -0.3% | +5.0% | +4.8% |
| 30D | +4.0% | -17.5% | +21.6% | +10.7% |
| 3M | +2.0% | -14.0% | +16.0% | +6.9% |
| 6M | +25.5% | -2.0% | +27.5% | +25.4% |
| YTD | +44.0% | -4.6% | +48.6% | +45.0% |
| 1Y | +75.4% | +9.5% | +65.9% | +68.4% |
| 3Y | +406.7% | +200.5% | +206.3% | +251.2% |
| 5Y | +285.0% | +226.3% | +58.7% | +155.6% |
| 10Y | +1,815.4% | +304.8% | +1,510.6% | +1,085.2% |
| All | +1,815.4% | +297.6% | +1,517.8% | +1,085.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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