+79.6%
TSM vs SM
+46.7%
+32.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +2.7% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +4.5% | +31.5% | -27.0% | +7.4% |
| 3M | +3.1% | +17.3% | -14.2% | +5.9% |
| 6M | +30.2% | +48.5% | -18.3% | +32.3% |
| YTD | +45.2% | +106.3% | -61.1% | +42.2% |
| 1Y | +79.6% | +47.3% | +32.3% | +94.6% |
| All | +79.6% | +46.7% | +32.8% | +94.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling