+407.0%
TSM vs SPYG
+98.4%
+308.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | +4.8% | +0.3% | +4.5% | +4.2% |
| 30D | +4.0% | -1.7% | +5.7% | +6.7% |
| 3M | +2.0% | +3.6% | -1.7% | -2.5% |
| 6M | +25.5% | +16.6% | +8.9% | +2.1% |
| YTD | +44.0% | +13.4% | +30.6% | +22.2% |
| 1Y | +75.4% | +19.6% | +55.8% | +38.7% |
| All | +407.0% | +98.4% | +308.5% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling