+287.2%
TSM vs S
-56.8%
+344.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.8% |
| 7D | +2.7% | -7.7% | +10.4% | +4.2% |
| 30D | +3.6% | -5.3% | +8.9% | +4.3% |
| 3M | -3.4% | +20.3% | -23.6% | -7.5% |
| 6M | +20.6% | +47.4% | -26.8% | +10.1% |
| YTD | +41.9% | +32.5% | +9.3% | +31.7% |
| 1Y | +84.4% | +9.5% | +74.8% | +76.9% |
| 3Y | +380.2% | +15.5% | +364.7% | +343.8% |
| 5Y | +275.3% | -71.2% | +346.5% | +293.5% |
| All | +287.2% | -56.8% | +344.0% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling