+273.1%
TSM vs SLV
+163.9%
+109.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +2.7% | -0.3% | +3.1% | +2.8% |
| 30D | +3.6% | +6.7% | -3.1% | +2.0% |
| 3M | -3.4% | -10.7% | +7.3% | -1.2% |
| 6M | +20.6% | -20.6% | +41.2% | +25.5% |
| YTD | +41.9% | -7.1% | +49.0% | +36.9% |
| 1Y | +84.4% | +62.0% | +22.4% | +51.6% |
| 3Y | +380.2% | +169.8% | +210.4% | +243.4% |
| All | +273.1% | +163.9% | +109.3% | +155.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling