+245.7%
TSM vs RL
+240.9%
+4.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.8% | -2.3% | +0.8% |
| 7D | -2.5% | +0.2% | -2.8% | -2.6% |
| 30D | -14.3% | +7.3% | -21.6% | -17.1% |
| 3M | -7.2% | +1.0% | -8.3% | -8.1% |
| 6M | -5.1% | +11.8% | -16.9% | -10.9% |
| YTD | +28.9% | +13.6% | +15.3% | +19.4% |
| 1Y | +37.1% | +24.0% | +13.0% | +21.2% |
| 3Y | +341.5% | +256.6% | +84.9% | +126.2% |
| 5Y | +245.7% | +240.2% | +5.5% | +70.8% |
| All | +245.7% | +240.9% | +4.8% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling