+1,753.6%
TSM vs SLV
+216.1%
+1,537.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.5% |
| 7D | +6.0% | +2.5% | +3.5% | +5.4% |
| 30D | +4.5% | +3.3% | +1.3% | +3.6% |
| 3M | +3.1% | -3.6% | +6.7% | +3.7% |
| 6M | +30.2% | -21.8% | +52.0% | +36.6% |
| YTD | +45.2% | -7.8% | +53.0% | +41.2% |
| 1Y | +79.6% | +58.3% | +21.3% | +50.1% |
| 3Y | +411.0% | +182.6% | +228.4% | +263.5% |
| 5Y | +290.7% | +167.8% | +122.9% | +177.0% |
| 10Y | +1,753.6% | +218.9% | +1,534.7% | +1,107.9% |
| All | +1,753.6% | +216.1% | +1,537.5% | +1,107.9% |
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