+273.1%
TSM vs RL
+238.1%
+35.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.8% | +2.0% |
| 7D | +2.7% | -0.8% | +3.5% | +3.1% |
| 30D | +3.6% | -7.8% | +11.4% | +7.1% |
| 3M | -3.4% | -4.0% | +0.6% | -2.1% |
| 6M | +20.6% | -1.9% | +22.5% | +20.2% |
| YTD | +41.9% | -0.2% | +42.0% | +39.9% |
| 1Y | +84.4% | +10.7% | +73.7% | +72.4% |
| 3Y | +380.2% | +210.8% | +169.5% | +172.1% |
| All | +273.1% | +238.1% | +35.0% | +95.8% |
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