+273.1%
TSM vs STM
+20.8%
+252.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.0% |
| 7D | +2.7% | +5.8% | -3.1% | +0.1% |
| 30D | +3.6% | -1.0% | +4.6% | +3.8% |
| 3M | -3.4% | -33.3% | +29.9% | +14.4% |
| 6M | +20.6% | +57.4% | -36.7% | -7.7% |
| YTD | +41.9% | +102.2% | -60.3% | -4.7% |
| 1Y | +84.4% | +99.6% | -15.2% | +23.3% |
| 3Y | +380.2% | +14.5% | +365.7% | +305.5% |
| All | +273.1% | +20.8% | +252.4% | +190.0% |
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