+304.9%
TSM vs SMR
-52.0%
+356.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.8% | +5.9% | -1.0% |
| 7D | +14.8% | +10.3% | +4.5% | +13.4% |
| 30D | -8.9% | -25.7% | +16.8% | -5.9% |
| 3M | -5.3% | -49.7% | +44.5% | +1.6% |
| 6M | +2.6% | -59.8% | +62.4% | +12.1% |
| YTD | +34.5% | -66.0% | +100.5% | +47.2% |
| 1Y | +41.0% | -81.4% | +122.4% | +62.5% |
| 3Y | +333.1% | +130.6% | +202.5% | +302.4% |
| All | +304.9% | -52.0% | +356.9% | +309.6% |
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