+7,183.3%
TSM vs SPXU
-100.0%
+7,283.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +2.8% |
| 7D | +4.4% | +1.5% | +2.9% | +6.1% |
| 30D | -7.0% | +6.4% | -13.3% | -3.5% |
| 3M | -1.8% | +4.2% | -6.1% | +1.5% |
| 6M | +2.7% | -7.8% | +10.5% | +3.4% |
| YTD | +37.1% | -27.5% | +64.6% | +29.1% |
| 1Y | +43.5% | -27.1% | +70.6% | +36.0% |
| 3Y | +341.5% | -80.8% | +422.3% | +200.2% |
| 5Y | +278.9% | -84.1% | +363.0% | +185.7% |
| 10Y | +1,641.8% | -99.5% | +1,741.3% | +497.6% |
| All | +7,183.3% | -100.0% | +7,283.3% | +858.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling