+236.4%
TSM vs SM
-11.5%
+247.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.2% |
| 7D | -7.6% | -25.9% | +18.3% | -3.5% |
| 30D | -20.5% | -15.1% | -5.4% | -18.8% |
| 3M | -10.0% | +4.9% | -14.8% | -11.5% |
| 6M | -10.1% | +6.1% | -16.2% | -12.7% |
| YTD | +24.5% | +63.4% | -38.9% | +8.7% |
| 1Y | +31.2% | +72.5% | -41.3% | +12.8% |
| 3Y | +322.0% | -16.9% | +338.9% | +306.3% |
| All | +236.4% | -11.5% | +247.9% | +201.3% |
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