+11,954.4%
TSM vs SPG
+2,915.6%
+9,038.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | -7.6% | +4.9% | -12.5% | -9.0% |
| 30D | -20.5% | +15.6% | -36.1% | -24.4% |
| 3M | -10.0% | +4.1% | -14.1% | -11.4% |
| 6M | -10.1% | +13.6% | -23.6% | -14.5% |
| YTD | +24.5% | +27.5% | -3.0% | +13.5% |
| 1Y | +31.2% | +32.2% | -1.1% | +18.0% |
| 3Y | +322.0% | +126.0% | +196.0% | +213.1% |
| 5Y | +245.3% | +74.7% | +170.5% | +176.2% |
| 10Y | +1,465.8% | +112.8% | +1,353.0% | +919.3% |
| All | +11,954.4% | +2,915.6% | +9,038.8% | +2,030.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling