+6,925.7%
TSM vs SPXU
-100.0%
+7,025.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.2% |
| 7D | +6.2% | -7.6% | +13.8% | +3.3% |
| 30D | -7.3% | +5.3% | -12.6% | -4.1% |
| 3M | -7.1% | +9.6% | -16.8% | -2.1% |
| 6M | +0.2% | -4.5% | +4.8% | +2.2% |
| YTD | +32.2% | -25.9% | +58.1% | +25.6% |
| 1Y | +42.8% | -28.9% | +71.7% | +34.2% |
| 3Y | +330.4% | -80.5% | +410.9% | +194.7% |
| 5Y | +263.9% | -83.4% | +347.3% | +178.8% |
| 10Y | +1,580.2% | -99.5% | +1,679.7% | +481.5% |
| All | +6,925.7% | -100.0% | +7,025.7% | +832.8% |
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