+35.7%
TSM vs SM
+64.7%
-29.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +2.2% |
| 7D | -2.1% | -19.5% | +17.4% | -4.8% |
| 30D | -12.5% | -20.2% | +7.7% | -15.0% |
| 3M | -5.0% | -6.5% | +1.5% | -4.8% |
| 6M | -3.2% | +1.6% | -4.8% | -0.2% |
| YTD | +31.5% | +61.2% | -29.8% | +36.9% |
| 1Y | +35.7% | +65.4% | -29.7% | +43.1% |
| All | +35.7% | +64.7% | -29.0% | +43.1% |
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 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