+330.4%
TSM vs SM
-3.9%
+334.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.7% |
| 7D | +6.2% | +9.4% | -3.2% | +5.1% |
| 30D | -7.3% | -14.4% | +7.1% | -6.0% |
| 3M | -7.1% | +1.6% | -8.7% | -8.0% |
| 6M | +0.2% | +6.3% | -6.1% | -1.9% |
| YTD | +32.2% | +78.8% | -46.5% | +13.3% |
| 1Y | +42.8% | +83.1% | -40.4% | +21.2% |
| 3Y | +330.4% | -5.9% | +336.3% | +305.0% |
| All | +330.4% | -3.9% | +334.3% | +305.0% |
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