+8,918.4%
TSM vs SPYM
+812.4%
+8,106.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +6.2% | +2.6% | +3.7% | +3.4% |
| 30D | -7.3% | -2.0% | -5.3% | -4.7% |
| 3M | -7.1% | -2.8% | -4.3% | -3.6% |
| 6M | +0.2% | +2.2% | -1.9% | -0.7% |
| YTD | +32.2% | +11.5% | +20.7% | +20.1% |
| 1Y | +42.8% | +13.5% | +29.3% | +27.4% |
| 3Y | +330.4% | +78.0% | +252.4% | +147.5% |
| 5Y | +263.9% | +73.1% | +190.8% | +117.7% |
| 10Y | +1,580.2% | +310.9% | +1,269.3% | +324.1% |
| All | +8,918.4% | +812.4% | +8,106.0% | +994.6% |
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