+296.1%
TSM vs SN
+659.6%
-363.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.6% |
| 7D | -7.6% | +7.2% | -14.7% | -9.2% |
| 30D | -20.5% | +20.4% | -40.9% | -24.4% |
| 3M | -10.0% | +23.9% | -33.9% | -15.4% |
| 6M | -10.1% | +93.0% | -103.1% | -25.6% |
| YTD | +24.5% | +99.2% | -74.7% | +1.7% |
| 1Y | +31.2% | +142.6% | -111.4% | +1.9% |
| 3Y | +322.0% | +398.8% | -76.8% | +199.0% |
| All | +296.1% | +659.6% | -363.4% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling