+1,641.8%
TSM vs STM
+468.1%
+1,173.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +2.6% |
| 7D | +4.4% | +1.4% | +3.0% | +3.9% |
| 30D | -7.0% | -8.4% | +1.4% | -3.3% |
| 3M | -1.8% | -15.8% | +14.0% | +5.7% |
| 6M | +2.7% | -22.8% | +25.5% | +11.8% |
| YTD | +37.1% | +79.4% | -42.3% | -1.4% |
| 1Y | +43.5% | +97.0% | -53.5% | -1.6% |
| 3Y | +341.5% | +14.2% | +327.3% | +268.0% |
| 5Y | +278.9% | -4.5% | +283.3% | +232.0% |
| 10Y | +1,641.8% | +463.1% | +1,178.7% | +674.9% |
| All | +1,641.8% | +468.1% | +1,173.7% | +674.9% |
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