+265.7%
TSM vs S
-71.1%
+336.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +6.2% | +2.0% | +4.2% | +5.8% |
| 30D | -7.3% | -2.7% | -4.6% | -6.8% |
| 3M | -7.1% | -6.9% | -0.2% | -6.6% |
| 6M | +0.2% | +38.1% | -37.8% | -7.4% |
| YTD | +32.2% | +48.0% | -15.8% | +19.3% |
| 1Y | +42.8% | +34.5% | +8.3% | +31.0% |
| 3Y | +330.4% | +38.3% | +292.1% | +282.0% |
| All | +265.7% | -71.1% | +336.8% | +275.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling