+1,502.2%
TSM vs SLV
+169.5%
+1,332.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.9% |
| 7D | -2.5% | +5.6% | -8.2% | -3.8% |
| 30D | -14.3% | -12.1% | -2.1% | -11.6% |
| 3M | -7.2% | -16.3% | +9.0% | -3.4% |
| 6M | -5.1% | -34.1% | +28.9% | +3.8% |
| YTD | +28.9% | -25.3% | +54.2% | +31.6% |
| 1Y | +37.1% | +9.6% | +27.5% | +25.7% |
| 3Y | +341.5% | +132.7% | +208.8% | +229.7% |
| 5Y | +245.7% | +113.7% | +132.0% | +159.1% |
| 10Y | +1,502.2% | +175.9% | +1,326.4% | +945.3% |
| All | +1,502.2% | +169.5% | +1,332.7% | +945.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling