+333.5%
TSM vs SMR
+7.6%
+326.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +4.8% | +13.1% | -8.3% | +3.2% |
| 30D | +4.0% | +17.8% | -13.7% | +1.9% |
| 3M | +2.0% | +8.1% | -6.1% | +0.5% |
| 6M | +25.5% | -11.1% | +36.6% | +25.2% |
| YTD | +44.0% | -23.7% | +67.7% | +44.6% |
| 1Y | +75.4% | -69.4% | +144.8% | +88.8% |
| 3Y | +406.7% | +82.6% | +324.1% | +360.4% |
| All | +333.5% | +7.6% | +326.0% | +302.5% |
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