+1,753.6%
TSM vs STM
+653.6%
+1,100.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | +6.0% | +5.2% | +0.8% | +3.6% |
| 30D | +4.5% | -7.4% | +11.9% | +8.0% |
| 3M | +3.1% | -30.6% | +33.7% | +19.6% |
| 6M | +30.2% | +66.4% | -36.2% | -1.6% |
| YTD | +45.2% | +101.1% | -55.9% | -0.3% |
| 1Y | +79.6% | +97.4% | -17.8% | +23.2% |
| 3Y | +411.0% | +21.1% | +389.8% | +316.9% |
| 5Y | +290.7% | +22.5% | +268.2% | +207.0% |
| 10Y | +1,753.6% | +657.6% | +1,096.0% | +670.1% |
| All | +1,753.6% | +653.6% | +1,100.0% | +670.1% |
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