+1,815.4%
TSM vs SM
+16.0%
+1,799.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | +4.0% | +20.3% | -16.3% | +2.2% |
| 3M | +2.0% | +22.9% | -20.9% | -0.4% |
| 6M | +25.5% | +47.8% | -22.3% | +19.6% |
| YTD | +44.0% | +107.5% | -63.5% | +32.3% |
| 1Y | +75.4% | +51.7% | +23.7% | +65.9% |
| 3Y | +406.7% | -0.9% | +407.6% | +391.8% |
| 5Y | +285.0% | +112.2% | +172.7% | +245.1% |
| 10Y | +1,815.4% | +20.3% | +1,795.1% | +1,384.4% |
| All | +1,815.4% | +16.0% | +1,799.4% | +1,384.4% |
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