+31.2%
TSM vs STM
+75.4%
-44.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.4% | +1.9% | +4.4% |
| 7D | -7.6% | -10.7% | +3.2% | -3.0% |
| 30D | -20.5% | -25.7% | +5.2% | -10.5% |
| 3M | -10.0% | -21.6% | +11.6% | -1.1% |
| 6M | -10.1% | -27.8% | +17.7% | +0.6% |
| YTD | +24.5% | +61.8% | -37.2% | -1.4% |
| 1Y | +31.2% | +78.1% | -46.9% | +1.3% |
| All | +31.2% | +75.4% | -44.3% | +1.3% |
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