+322.0%
TSM vs SO
+45.4%
+276.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +5.7% |
| 7D | -7.6% | -1.5% | -6.1% | -8.2% |
| 30D | -20.5% | +8.1% | -28.6% | -17.0% |
| 3M | -10.0% | +0.2% | -10.2% | -9.6% |
| 6M | -10.1% | +0.4% | -10.4% | -9.2% |
| YTD | +24.5% | +8.5% | +16.0% | +31.1% |
| 1Y | +31.2% | +4.9% | +26.2% | +36.1% |
| 3Y | +322.0% | +47.9% | +274.1% | +402.4% |
| All | +322.0% | +45.4% | +276.6% | +402.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling