+346.2%
TSM vs SN
+441.3%
-95.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +4.4% | +3.5% | +0.9% | +3.4% |
| 30D | -7.0% | +19.4% | -26.4% | -12.4% |
| 3M | -1.8% | +20.9% | -22.7% | -8.3% |
| 6M | +2.7% | +111.1% | -108.4% | -21.7% |
| YTD | +37.1% | +102.8% | -65.7% | +5.6% |
| 1Y | +43.5% | +146.2% | -102.7% | +3.4% |
| All | +346.2% | +441.3% | -95.1% | +150.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling