+1,410.4%
TSM vs STM
+398.5%
+1,011.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +4.3% |
| 7D | -7.6% | -10.7% | +3.2% | -2.5% |
| 30D | -20.5% | -25.7% | +5.2% | -8.9% |
| 3M | -10.0% | -21.6% | +11.6% | +0.1% |
| 6M | -10.1% | -27.8% | +17.7% | +0.8% |
| YTD | +24.5% | +61.8% | -37.2% | -6.1% |
| 1Y | +31.2% | +78.1% | -46.9% | -5.7% |
| 3Y | +322.0% | +4.9% | +317.1% | +265.9% |
| 5Y | +245.3% | -14.3% | +259.5% | +218.1% |
| All | +1,410.4% | +398.5% | +1,011.9% | +574.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling