+1,757.2%
TSM vs SPYM
+321.7%
+1,435.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.0% |
| 7D | +2.6% | -2.0% | +4.6% | +5.1% |
| 30D | +1.4% | -1.6% | +3.0% | +3.4% |
| 3M | +5.0% | +4.7% | +0.2% | -0.1% |
| 6M | +24.0% | +12.6% | +11.4% | +9.3% |
| YTD | +41.6% | +11.8% | +29.8% | +26.2% |
| 1Y | +66.2% | +17.5% | +48.6% | +40.5% |
| 3Y | +398.2% | +77.0% | +321.3% | +177.8% |
| 5Y | +277.6% | +82.6% | +195.0% | +105.8% |
| All | +1,757.2% | +321.7% | +1,435.4% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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