+327.1%
TSM vs SMR
-3.5%
+330.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +2.9% |
| 7D | +2.7% | +4.4% | -1.7% | +2.2% |
| 30D | +3.6% | +3.4% | +0.2% | +3.0% |
| 3M | -3.4% | -19.2% | +15.8% | -1.7% |
| 6M | +20.6% | -22.6% | +43.3% | +22.3% |
| YTD | +41.9% | -31.5% | +73.4% | +44.4% |
| 1Y | +84.4% | -73.1% | +157.4% | +101.4% |
| 3Y | +380.2% | +55.0% | +325.3% | +344.3% |
| All | +327.1% | -3.5% | +330.6% | +301.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling