+7,812.8%
TSM vs SLV
+261.6%
+7,551.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +4.4% | -1.1% | +5.5% | +4.7% |
| 30D | -7.0% | -14.2% | +7.2% | -4.3% |
| 3M | -1.8% | -20.3% | +18.5% | +2.4% |
| 6M | +2.7% | -40.2% | +42.9% | +12.6% |
| YTD | +37.1% | -27.6% | +64.7% | +41.4% |
| 1Y | +43.5% | +0.4% | +43.0% | +38.4% |
| 3Y | +341.5% | +129.4% | +212.2% | +262.4% |
| 5Y | +278.9% | +99.8% | +179.1% | +215.2% |
| 10Y | +1,641.8% | +183.2% | +1,458.5% | +1,240.2% |
| All | +7,812.8% | +261.6% | +7,551.2% | +4,728.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling