+1,757.1%
TSM vs SPYG
+420.3%
+1,336.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -0.7% |
| 7D | +2.6% | -1.8% | +4.5% | +4.8% |
| 30D | +1.4% | -1.9% | +3.3% | +3.7% |
| 3M | +5.0% | +5.2% | -0.2% | 0.0% |
| 6M | +24.0% | +15.6% | +8.4% | +7.4% |
| YTD | +41.6% | +12.4% | +29.2% | +26.6% |
| 1Y | +66.2% | +17.5% | +48.7% | +42.4% |
| 3Y | +398.2% | +98.1% | +300.1% | +158.1% |
| 5Y | +277.6% | +84.9% | +192.7% | +108.9% |
| All | +1,757.1% | +420.3% | +1,336.8% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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