+36.0%
TSM vs SN
+156.5%
-120.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -3.4% |
| 7D | -10.0% | +10.6% | -20.6% | -12.7% |
| 30D | -18.5% | +20.0% | -38.5% | -23.2% |
| 3M | -4.9% | +30.4% | -35.2% | -13.3% |
| 6M | -1.0% | +91.0% | -91.9% | -23.2% |
| YTD | +31.3% | +95.9% | -64.7% | +0.5% |
| 1Y | +36.0% | +158.9% | -122.9% | +0.1% |
| All | +36.0% | +156.5% | -120.5% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling