+1,502.2%
TSM vs SPG
+117.3%
+1,385.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.1% |
| 7D | -2.5% | +5.1% | -7.6% | -3.6% |
| 30D | -14.3% | +16.8% | -31.1% | -17.3% |
| 3M | -7.2% | +5.7% | -12.9% | -8.5% |
| 6M | -5.1% | +17.8% | -22.9% | -9.0% |
| YTD | +28.9% | +30.1% | -1.2% | +20.6% |
| 1Y | +37.1% | +32.8% | +4.3% | +27.6% |
| 3Y | +341.5% | +137.2% | +204.3% | +258.9% |
| 5Y | +245.7% | +81.5% | +164.2% | +192.6% |
| 10Y | +1,502.2% | +116.5% | +1,385.7% | +1,203.1% |
| All | +1,502.2% | +117.3% | +1,385.0% | +1,203.1% |
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