+1,672.6%
TSM vs SM
+18.2%
+1,654.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | -2.4% |
| 7D | +14.8% | +10.6% | +4.2% | +13.8% |
| 30D | -8.9% | -15.0% | +6.1% | -7.7% |
| 3M | -5.3% | +1.7% | -6.9% | -5.8% |
| 6M | +2.6% | +5.9% | -3.3% | +1.1% |
| YTD | +34.5% | +79.0% | -44.5% | +24.8% |
| 1Y | +41.0% | +84.7% | -43.7% | +30.3% |
| 3Y | +333.1% | -3.5% | +336.6% | +320.4% |
| 5Y | +270.1% | +4.9% | +265.2% | +250.3% |
| All | +1,672.6% | +18.2% | +1,654.5% | +1,290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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