+79.6%
TSM vs SPG
+22.1%
+57.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.6% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +4.5% | -4.9% | +9.5% | +3.6% |
| 3M | +3.1% | +3.3% | -0.2% | +1.8% |
| 6M | +30.2% | +11.2% | +19.0% | +27.6% |
| YTD | +45.2% | +17.1% | +28.2% | +45.6% |
| 1Y | +79.6% | +21.6% | +58.0% | +81.5% |
| All | +79.6% | +22.1% | +57.5% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling