+36.0%
TSM vs STM
+92.4%
-56.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.1% | +3.8% | +0.2% |
| 7D | -10.0% | -6.0% | -3.9% | -7.7% |
| 30D | -18.5% | -20.9% | +2.4% | -10.9% |
| 3M | -4.9% | -15.8% | +10.9% | +1.2% |
| 6M | -1.0% | -17.0% | +16.1% | +4.4% |
| YTD | +31.3% | +76.8% | -45.5% | 0.0% |
| 1Y | +36.0% | +96.5% | -60.5% | +0.8% |
| All | +36.0% | +92.4% | -56.4% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling