+270.1%
TSM vs STM
-4.9%
+275.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +14.8% | +16.3% | -1.5% | +7.0% |
| 30D | -8.9% | -6.3% | -2.6% | -6.2% |
| 3M | -5.3% | -14.1% | +8.8% | +1.1% |
| 6M | +2.6% | -19.6% | +22.1% | +9.4% |
| YTD | +34.5% | +80.1% | -45.7% | -5.1% |
| 1Y | +41.0% | +95.4% | -54.4% | -4.6% |
| 3Y | +333.1% | +14.7% | +318.4% | +260.3% |
| 5Y | +270.1% | -5.4% | +275.5% | +227.8% |
| All | +270.1% | -4.9% | +275.0% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling