+273.1%
TSM vs SO
+58.2%
+214.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.7% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.6% | -4.6% | +8.2% | +2.8% |
| 3M | -3.4% | -3.0% | -0.3% | -3.9% |
| 6M | +20.6% | -8.3% | +28.9% | +19.3% |
| YTD | +41.9% | +3.5% | +38.3% | +42.4% |
| 1Y | +84.4% | -0.9% | +85.3% | +84.3% |
| 3Y | +380.2% | +45.4% | +334.9% | +371.0% |
| All | +273.1% | +58.2% | +214.9% | +260.8% |
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