+273.1%
TSM vs SM
+107.8%
+165.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -3.4% | +8.7% | -12.0% | -5.1% |
| 6M | +20.6% | +51.7% | -31.1% | +10.0% |
| YTD | +41.9% | +99.0% | -57.2% | +22.1% |
| 1Y | +84.4% | +34.6% | +49.8% | +70.7% |
| 3Y | +380.2% | -7.8% | +388.0% | +359.6% |
| All | +273.1% | +107.8% | +165.3% | +215.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling