+322.0%
TSM vs S
+34.5%
+287.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +6.0% |
| 7D | -7.6% | -13.4% | +5.9% | -4.8% |
| 30D | -20.5% | -14.0% | -6.5% | -18.2% |
| 3M | -10.0% | +4.9% | -14.8% | -11.5% |
| 6M | -10.1% | +42.0% | -52.1% | -18.0% |
| YTD | +24.5% | +45.1% | -20.6% | +11.8% |
| 1Y | +31.2% | +33.1% | -1.9% | +19.9% |
| 3Y | +322.0% | +40.6% | +281.3% | +272.4% |
| All | +322.0% | +34.5% | +287.5% | +272.4% |
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