+312.7%
TSM vs SMR
-48.0%
+360.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +4.4% | +1.9% | +2.5% | +4.2% |
| 30D | -7.0% | -21.9% | +15.0% | -4.5% |
| 3M | -1.8% | -47.1% | +45.3% | +4.7% |
| 6M | +2.7% | -60.6% | +63.3% | +12.3% |
| YTD | +37.1% | -63.1% | +100.2% | +48.7% |
| 1Y | +43.5% | -80.4% | +123.9% | +64.2% |
| 3Y | +341.5% | +150.2% | +191.3% | +306.3% |
| All | +312.7% | -48.0% | +360.7% | +313.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling