+1,502.2%
TSM vs SO
+184.0%
+1,318.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | -14.3% | +8.6% | -22.9% | -15.1% |
| 3M | -7.2% | +1.8% | -9.0% | -7.5% |
| 6M | -5.1% | +3.6% | -8.7% | -5.8% |
| YTD | +28.9% | +9.9% | +18.9% | +26.6% |
| 1Y | +37.1% | +5.7% | +31.4% | +35.4% |
| 3Y | +341.5% | +52.5% | +289.0% | +296.7% |
| 5Y | +245.7% | +77.3% | +168.4% | +194.6% |
| 10Y | +1,502.2% | +186.8% | +1,315.5% | +1,154.5% |
| All | +1,502.2% | +184.0% | +1,318.3% | +1,154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling