+151.8%
TSM vs SARO
-22.5%
+174.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | +1.0% | -3.1% | +4.1% | +2.2% |
| 30D | +1.0% | -12.2% | +13.2% | +5.9% |
| 3M | +2.9% | -7.4% | +10.3% | +5.5% |
| 6M | +22.8% | -15.3% | +38.1% | +29.2% |
| YTD | +43.3% | -16.2% | +59.5% | +51.1% |
| 1Y | +69.2% | -12.1% | +81.3% | +74.2% |
| All | +151.8% | -22.5% | +174.3% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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