+9,642.4%
TSM vs SNY
+241.9%
+9,400.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.0% | -3.3% | +4.3% | +2.5% |
| 30D | +1.0% | -2.2% | +3.1% | +1.8% |
| 3M | +2.9% | -3.0% | +5.9% | +3.5% |
| 6M | +22.8% | +2.7% | +20.1% | +20.1% |
| YTD | +43.3% | -6.8% | +50.1% | +46.0% |
| 1Y | +69.2% | -5.3% | +74.4% | +70.4% |
| 3Y | +404.5% | -9.8% | +414.3% | +399.8% |
| 5Y | +282.2% | +9.7% | +272.5% | +232.9% |
| 10Y | +1,806.1% | +64.5% | +1,741.6% | +1,200.2% |
| All | +9,642.4% | +241.9% | +9,400.5% | +3,558.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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