+337.2%
TSM vs SMR
+11.2%
+325.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.3% | -12.9% | +0.6% |
| 7D | +6.0% | +21.4% | -15.4% | +3.6% |
| 30D | +4.5% | +13.8% | -9.3% | +2.7% |
| 3M | +3.1% | +3.9% | -0.8% | +2.0% |
| 6M | +30.2% | -4.2% | +34.4% | +28.9% |
| YTD | +45.2% | -21.1% | +66.3% | +45.3% |
| 1Y | +79.6% | -67.1% | +146.6% | +91.8% |
| 3Y | +411.0% | +88.9% | +322.1% | +362.5% |
| All | +337.2% | +11.2% | +325.9% | +304.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling