+236.4%
TSM vs SPOT
+110.1%
+126.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.7% |
| 7D | -7.6% | +1.6% | -9.2% | -7.9% |
| 30D | -20.5% | +17.6% | -38.1% | -23.7% |
| 3M | -10.0% | +26.9% | -36.9% | -15.8% |
| 6M | -10.1% | +41.8% | -51.9% | -19.0% |
| YTD | +24.5% | +3.8% | +20.7% | +20.1% |
| 1Y | +31.2% | -2.5% | +33.6% | +28.6% |
| 3Y | +322.0% | +260.6% | +61.4% | +175.3% |
| All | +236.4% | +110.1% | +126.3% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling