+1,753.6%
TSM vs SPY
+311.3%
+1,442.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.0% |
| 7D | +6.0% | +0.5% | +5.5% | +5.3% |
| 30D | +4.5% | -0.9% | +5.5% | +5.7% |
| 3M | +3.1% | +3.9% | -0.8% | -0.9% |
| 6M | +30.2% | +14.5% | +15.7% | +12.4% |
| YTD | +45.2% | +12.9% | +32.3% | +27.8% |
| 1Y | +79.6% | +19.4% | +60.2% | +48.9% |
| 3Y | +411.0% | +78.5% | +332.5% | +179.7% |
| 5Y | +290.7% | +81.8% | +209.0% | +111.6% |
| 10Y | +1,753.6% | +311.5% | +1,442.1% | +325.9% |
| All | +1,753.6% | +311.3% | +1,442.3% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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