+290.7%
TSM vs SPXU
-86.0%
+376.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +3.2% |
| 7D | +6.0% | -1.5% | +7.5% | +5.3% |
| 30D | +4.5% | +3.7% | +0.8% | +6.5% |
| 3M | +3.1% | -9.6% | +12.7% | 0.0% |
| 6M | +30.2% | -32.4% | +62.6% | +13.0% |
| YTD | +45.2% | -28.7% | +73.9% | +30.4% |
| 1Y | +79.6% | -38.2% | +117.8% | +53.6% |
| 3Y | +411.0% | -80.4% | +491.4% | +217.2% |
| 5Y | +290.7% | -86.0% | +376.7% | +159.6% |
| All | +290.7% | -86.0% | +376.7% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling