+153.1%
TSM vs SARO
-21.9%
+175.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +4.8% | +0.6% | +4.2% | +4.5% |
| 30D | +4.0% | -14.5% | +18.5% | +10.2% |
| 3M | +2.0% | -5.3% | +7.3% | +3.8% |
| 6M | +25.5% | -15.3% | +40.8% | +32.1% |
| YTD | +44.0% | -15.6% | +59.6% | +51.4% |
| 1Y | +75.4% | -9.1% | +84.5% | +78.3% |
| All | +153.1% | -21.9% | +175.0% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling