+1,410.4%
TSM vs SO
+177.2%
+1,233.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.4% |
| 7D | -7.6% | -1.5% | -6.1% | -7.4% |
| 30D | -20.5% | +8.1% | -28.6% | -21.3% |
| 3M | -10.0% | +0.2% | -10.2% | -10.1% |
| 6M | -10.1% | +0.4% | -10.4% | -10.4% |
| YTD | +24.5% | +8.5% | +16.0% | +22.5% |
| 1Y | +31.2% | +4.9% | +26.2% | +29.6% |
| 3Y | +322.0% | +47.9% | +274.1% | +281.2% |
| 5Y | +245.3% | +75.7% | +169.6% | +193.9% |
| All | +1,410.4% | +177.2% | +1,233.2% | +1,093.4% |
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