+991.7%
TSM vs SPOT
+267.1%
+724.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.3% |
| 7D | -2.5% | +2.5% | -5.0% | -3.1% |
| 30D | -14.3% | +15.1% | -29.4% | -17.3% |
| 3M | -7.2% | +24.8% | -32.0% | -12.8% |
| 6M | -5.1% | +45.8% | -50.9% | -14.9% |
| YTD | +28.9% | +4.9% | +24.0% | +23.7% |
| 1Y | +37.1% | -1.3% | +38.3% | +33.5% |
| 3Y | +341.5% | +257.7% | +83.8% | +201.5% |
| 5Y | +245.7% | +118.5% | +127.2% | +147.0% |
| All | +991.7% | +267.1% | +724.5% | +526.2% |
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