+404.5%
TSM vs SGOV
+14.4%
+390.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.4% |
| 7D | +1.0% | 0.0% | +1.0% | +1.4% |
| 30D | +1.0% | +0.3% | +0.6% | +3.4% |
| 3M | +2.9% | +0.9% | +2.0% | +9.9% |
| 6M | +22.8% | +1.8% | +21.0% | +37.4% |
| YTD | +43.3% | +2.5% | +40.8% | +64.1% |
| 1Y | +69.2% | +3.8% | +65.4% | +99.1% |
| 3Y | +404.5% | +14.4% | +390.1% | +27.8% |
| All | +404.5% | +14.4% | +390.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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