+36.0%
TSM vs SMR
-87.0%
+123.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -1.3% |
| 7D | -10.0% | -9.5% | -0.4% | -8.1% |
| 30D | -18.5% | -33.2% | +14.7% | -11.8% |
| 3M | -4.9% | -45.9% | +41.1% | +6.1% |
| 6M | -1.0% | -57.9% | +56.9% | +14.2% |
| YTD | +31.3% | -63.8% | +95.0% | +49.6% |
| 1Y | +36.0% | -85.6% | +121.6% | +75.2% |
| All | +36.0% | -87.0% | +123.0% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling