+9,108.1%
TSM vs SPYG
+564.9%
+8,543.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +2.7% | +0.4% | +2.4% | +2.3% |
| 30D | +3.6% | -0.4% | +4.1% | +4.1% |
| 3M | -3.4% | +0.5% | -3.9% | -3.1% |
| 6M | +20.6% | +17.5% | +3.2% | +2.9% |
| YTD | +41.9% | +14.3% | +27.5% | +24.8% |
| 1Y | +84.4% | +21.7% | +62.7% | +52.3% |
| 3Y | +380.2% | +98.6% | +281.6% | +143.7% |
| 5Y | +275.3% | +85.1% | +190.2% | +103.9% |
| 10Y | +1,751.4% | +412.0% | +1,339.4% | +237.4% |
| All | +9,108.1% | +564.9% | +8,543.3% | +751.8% |
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