+273.1%
TSM vs SPG
+102.5%
+170.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.3% |
| 7D | +2.7% | -2.4% | +5.1% | +3.7% |
| 30D | +3.6% | -6.8% | +10.4% | +6.6% |
| 3M | -3.4% | +2.7% | -6.0% | -5.4% |
| 6M | +20.6% | +5.5% | +15.2% | +16.6% |
| YTD | +41.9% | +15.7% | +26.2% | +31.2% |
| 1Y | +84.4% | +20.9% | +63.5% | +66.5% |
| 3Y | +380.2% | +112.4% | +267.8% | +223.8% |
| All | +273.1% | +102.5% | +170.6% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling