+290.7%
TSM vs SPYM
+82.4%
+208.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +3.1% |
| 7D | +6.0% | +0.6% | +5.5% | +5.1% |
| 30D | +4.5% | -0.9% | +5.4% | +5.9% |
| 3M | +3.1% | +3.9% | -0.8% | -1.8% |
| 6M | +30.2% | +14.5% | +15.7% | +9.2% |
| YTD | +45.2% | +13.0% | +32.2% | +24.4% |
| 1Y | +79.6% | +19.4% | +60.1% | +43.5% |
| 3Y | +411.0% | +78.9% | +332.1% | +153.8% |
| 5Y | +290.7% | +82.3% | +208.4% | +94.1% |
| All | +290.7% | +82.4% | +208.3% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling