+298.1%
TSM vs SMR
-53.6%
+351.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.7% | -1.3% |
| 7D | +6.2% | -8.3% | +14.5% | +7.2% |
| 30D | -7.3% | -20.1% | +12.8% | -5.0% |
| 3M | -7.1% | -52.7% | +45.6% | +0.3% |
| 6M | +0.2% | -61.0% | +61.3% | +9.9% |
| YTD | +32.2% | -67.1% | +99.4% | +45.4% |
| 1Y | +42.8% | -79.9% | +122.7% | +63.6% |
| 3Y | +330.4% | +101.7% | +228.7% | +304.2% |
| All | +298.1% | -53.6% | +351.7% | +304.4% |
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