+373.1%
TSM vs S
+16.9%
+356.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | +2.7% | -7.7% | +10.4% | +4.4% |
| 30D | +3.6% | -5.3% | +8.9% | +4.3% |
| 3M | -3.4% | +20.3% | -23.6% | -8.2% |
| 6M | +20.6% | +47.4% | -26.8% | +8.1% |
| YTD | +41.9% | +32.5% | +9.3% | +30.0% |
| 1Y | +84.4% | +9.5% | +74.8% | +76.3% |
| All | +373.1% | +16.9% | +356.1% | +330.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling