+258.9%
TSM vs S
-49.1%
+308.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -2.1% | +1.4% | -3.4% | -2.2% |
| 30D | -12.5% | -10.8% | -1.7% | -10.8% |
| 3M | -5.0% | +5.4% | -10.4% | -6.7% |
| 6M | -3.2% | +41.2% | -44.4% | -10.7% |
| YTD | +31.5% | +56.2% | -24.7% | +17.9% |
| 1Y | +35.7% | +36.3% | -0.6% | +24.6% |
| 3Y | +323.5% | +49.4% | +274.1% | +272.3% |
| 5Y | +263.4% | -66.9% | +330.2% | +269.1% |
| All | +258.9% | -49.1% | +308.0% | +242.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling