+13,634.3%
TSM vs SPY
+1,205.5%
+12,428.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.3% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | -3.4% | +2.0% | -5.4% | -5.0% |
| 6M | +20.6% | +13.0% | +7.6% | +4.8% |
| YTD | +41.9% | +13.5% | +28.3% | +22.8% |
| 1Y | +84.4% | +20.0% | +64.4% | +49.7% |
| 3Y | +380.2% | +77.2% | +303.0% | +146.5% |
| 5Y | +275.3% | +81.9% | +193.5% | +87.1% |
| 10Y | +1,751.4% | +314.1% | +1,437.3% | +218.2% |
| All | +13,634.3% | +1,205.5% | +12,428.8% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling