+1,779.8%
TSM vs SPXU
-99.6%
+1,879.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.2% |
| 7D | +1.0% | +2.5% | -1.5% | +2.0% |
| 30D | +1.0% | +4.2% | -3.2% | +2.8% |
| 3M | +2.9% | -9.3% | +12.2% | +0.4% |
| 6M | +22.8% | -30.7% | +53.5% | +10.2% |
| YTD | +43.3% | -28.1% | +71.4% | +31.5% |
| 1Y | +69.2% | -35.2% | +104.4% | +51.3% |
| 3Y | +404.5% | -79.9% | +484.4% | +238.0% |
| 5Y | +282.2% | -86.4% | +368.6% | +164.8% |
| All | +1,779.8% | -99.6% | +1,879.3% | +488.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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