+397.0%
TSM vs SM
-6.8%
+403.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +3.6% | +26.3% | -22.7% | +0.6% |
| 3M | -3.4% | +8.7% | -12.0% | -4.5% |
| 6M | +20.6% | +51.7% | -31.1% | +10.2% |
| YTD | +41.9% | +99.0% | -57.2% | +21.3% |
| 1Y | +84.4% | +34.6% | +49.8% | +72.5% |
| All | +397.0% | -6.8% | +403.8% | +369.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling