+1,753.6%
TSM vs SPG
+61.5%
+1,692.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.1% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +4.5% | -4.9% | +9.5% | +5.7% |
| 3M | +3.1% | +3.3% | -0.2% | +2.0% |
| 6M | +30.2% | +11.2% | +19.0% | +26.4% |
| YTD | +45.2% | +17.1% | +28.2% | +39.2% |
| 1Y | +79.6% | +21.6% | +58.0% | +70.3% |
| 3Y | +411.0% | +111.9% | +299.1% | +325.4% |
| 5Y | +290.7% | +106.9% | +183.8% | +224.8% |
| 10Y | +1,753.6% | +62.2% | +1,691.4% | +1,628.2% |
| All | +1,753.6% | +61.5% | +1,692.0% | +1,628.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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