+9,249.1%
TSM vs SPYM
+819.0%
+8,430.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +2.8% |
| 7D | +4.4% | -0.9% | +5.4% | +5.9% |
| 30D | -7.0% | -2.4% | -4.6% | -4.0% |
| 3M | -1.8% | -1.1% | -0.7% | 0.0% |
| 6M | +2.7% | +3.3% | -0.6% | +0.5% |
| YTD | +37.1% | +12.4% | +24.7% | +23.5% |
| 1Y | +43.5% | +12.5% | +30.9% | +29.2% |
| 3Y | +341.5% | +79.1% | +262.4% | +152.1% |
| 5Y | +278.9% | +75.7% | +203.2% | +123.1% |
| 10Y | +1,641.8% | +313.9% | +1,327.9% | +336.1% |
| All | +9,249.1% | +819.0% | +8,430.0% | +1,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling