+1,101.6%
TSM vs SPOT
+227.0%
+874.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.0% | +3.6% |
| 7D | +2.7% | -0.9% | +3.7% | +2.9% |
| 30D | +3.6% | +12.5% | -8.9% | +0.4% |
| 3M | -3.4% | +9.9% | -13.3% | -6.2% |
| 6M | +20.6% | +1.6% | +19.1% | +18.3% |
| YTD | +41.9% | -6.6% | +48.5% | +40.9% |
| 1Y | +84.4% | -22.9% | +107.3% | +91.7% |
| 3Y | +380.2% | +244.3% | +136.0% | +232.0% |
| 5Y | +275.3% | +117.8% | +157.5% | +169.8% |
| All | +1,101.6% | +227.0% | +874.7% | +613.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling