+265.7%
TSM vs SO
+79.0%
+186.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.4% |
| 7D | +6.2% | +1.4% | +4.8% | +6.5% |
| 30D | -7.3% | +4.7% | -12.0% | -6.3% |
| 3M | -7.1% | +1.7% | -8.8% | -6.7% |
| 6M | +0.2% | +2.2% | -1.9% | +0.9% |
| YTD | +32.2% | +10.0% | +22.3% | +34.5% |
| 1Y | +42.8% | +6.0% | +36.7% | +44.7% |
| 3Y | +330.4% | +54.1% | +276.3% | +328.0% |
| All | +265.7% | +79.0% | +186.7% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling