+36.0%
TSM vs S
+36.5%
-0.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.3% |
| 7D | -10.0% | -8.2% | -1.8% | -9.4% |
| 30D | -18.5% | -7.6% | -10.9% | -18.2% |
| 3M | -4.9% | +12.0% | -16.8% | -5.3% |
| 6M | -1.0% | +50.6% | -51.5% | -3.9% |
| YTD | +31.3% | +56.6% | -25.3% | +27.1% |
| 1Y | +36.0% | +39.2% | -3.2% | +32.1% |
| All | +36.0% | +36.5% | -0.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling