+8,628.7%
TSM vs SPYG
+533.7%
+8,095.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | +14.8% | +4.2% | +10.6% | +9.9% |
| 30D | -8.9% | -7.4% | -1.5% | -0.3% |
| 3M | -5.3% | -5.3% | 0.0% | +1.3% |
| 6M | +2.6% | -1.2% | +3.8% | +5.7% |
| YTD | +34.5% | +9.0% | +25.5% | +25.5% |
| 1Y | +41.0% | +8.8% | +32.2% | +32.0% |
| 3Y | +333.1% | +92.8% | +240.3% | +128.4% |
| 5Y | +270.1% | +69.3% | +200.8% | +122.9% |
| 10Y | +1,608.7% | +398.4% | +1,210.3% | +222.6% |
| All | +8,628.7% | +533.7% | +8,095.0% | +756.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling