+1,129.9%
TSM vs SPOT
+218.6%
+911.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.9% |
| 7D | +6.0% | -2.9% | +8.9% | +6.7% |
| 30D | +4.5% | +8.3% | -3.8% | +2.2% |
| 3M | +3.1% | +5.1% | -2.0% | +1.1% |
| 6M | +30.2% | -6.5% | +36.7% | +30.3% |
| YTD | +45.2% | -9.0% | +54.2% | +45.0% |
| 1Y | +79.6% | -26.4% | +106.0% | +88.7% |
| 3Y | +411.0% | +240.0% | +171.0% | +254.2% |
| 5Y | +290.7% | +111.7% | +179.0% | +182.7% |
| All | +1,129.9% | +218.6% | +911.3% | +634.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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