+236.4%
TSM vs SLV
+107.9%
+128.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.4% |
| 7D | -7.6% | +5.1% | -12.6% | -8.7% |
| 30D | -20.5% | -12.9% | -7.6% | -17.9% |
| 3M | -10.0% | -16.1% | +6.1% | -6.5% |
| 6M | -10.1% | -33.2% | +23.1% | -2.3% |
| YTD | +24.5% | -27.2% | +51.8% | +26.8% |
| 1Y | +31.2% | +7.6% | +23.6% | +19.2% |
| 3Y | +322.0% | +122.3% | +199.6% | +215.1% |
| All | +236.4% | +107.9% | +128.4% | +139.1% |
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