+36.0%
TSM vs SLV
+9.6%
+26.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.4% | -3.3% |
| 7D | -10.0% | -3.9% | -6.1% | -9.3% |
| 30D | -18.5% | -14.5% | -4.1% | -16.1% |
| 3M | -4.9% | -12.4% | +7.5% | -2.5% |
| 6M | -1.0% | -28.5% | +27.5% | +4.5% |
| YTD | +31.3% | -26.8% | +58.0% | +35.4% |
| 1Y | +36.0% | +10.3% | +25.7% | +23.8% |
| All | +36.0% | +9.6% | +26.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 1y: compounded portfolio wealth divided by compounded SLV 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…
1y analysis · Full analysis span regression · 6 months rolling