+11,954.4%
TSM vs SM
+231.4%
+11,723.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.2% |
| 7D | -7.6% | -25.9% | +18.3% | -3.7% |
| 30D | -20.5% | -15.1% | -5.4% | -18.8% |
| 3M | -10.0% | +4.9% | -14.8% | -11.2% |
| 6M | -10.1% | +6.1% | -16.2% | -12.2% |
| YTD | +24.5% | +63.4% | -38.9% | +12.7% |
| 1Y | +31.2% | +72.5% | -41.3% | +17.6% |
| 3Y | +322.0% | -16.9% | +338.9% | +312.0% |
| 5Y | +245.3% | -10.6% | +255.9% | +221.8% |
| 10Y | +1,465.8% | +11.3% | +1,454.5% | +921.2% |
| All | +11,954.4% | +231.4% | +11,723.0% | +4,563.6% |
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