+397.0%
TSM vs SPOT
+242.1%
+154.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.0% | +3.4% |
| 7D | +2.7% | -0.9% | +3.7% | +2.9% |
| 30D | +3.6% | +12.5% | -8.9% | +0.9% |
| 3M | -3.4% | +9.9% | -13.3% | -5.8% |
| 6M | +20.6% | +1.6% | +19.1% | +18.9% |
| YTD | +41.9% | -6.6% | +48.5% | +42.3% |
| 1Y | +84.4% | -22.9% | +107.3% | +94.4% |
| All | +397.0% | +242.1% | +154.9% | +235.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling