+7,437.2%
TSM vs SPXU
-100.0%
+7,537.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +3.3% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | +0.8% | +2.8% | +4.0% |
| 3M | -3.4% | -4.7% | +1.3% | -3.4% |
| 6M | +20.6% | -29.6% | +50.2% | +9.7% |
| YTD | +41.9% | -29.9% | +71.7% | +29.8% |
| 1Y | +84.4% | -39.1% | +123.4% | +62.4% |
| 3Y | +380.2% | -80.0% | +460.2% | +228.2% |
| 5Y | +275.3% | -86.0% | +361.4% | +167.7% |
| 10Y | +1,751.4% | -99.5% | +1,850.9% | +519.7% |
| All | +7,437.2% | -100.0% | +7,537.2% | +863.6% |
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