+13,634.3%
TSM vs SM
+303.6%
+13,330.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | -3.4% | +8.7% | -12.0% | -5.3% |
| 6M | +20.6% | +51.7% | -31.1% | +11.5% |
| YTD | +41.9% | +99.0% | -57.2% | +25.5% |
| 1Y | +84.4% | +34.6% | +49.8% | +72.1% |
| 3Y | +380.2% | -7.8% | +388.0% | +363.5% |
| 5Y | +275.3% | +104.8% | +170.6% | +210.8% |
| 10Y | +1,751.4% | +7.2% | +1,744.1% | +1,129.0% |
| All | +13,634.3% | +303.6% | +13,330.7% | +5,092.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling