+13,634.3%
TSM vs STM
+490.6%
+13,143.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.9% |
| 7D | +2.7% | +5.8% | -3.1% | -0.2% |
| 30D | +3.6% | -1.0% | +4.6% | +3.8% |
| 3M | -3.4% | -33.3% | +29.9% | +16.2% |
| 6M | +20.6% | +57.4% | -36.7% | -9.3% |
| YTD | +41.9% | +102.2% | -60.3% | -7.2% |
| 1Y | +84.4% | +99.6% | -15.2% | +19.9% |
| 3Y | +380.2% | +14.5% | +365.7% | +290.0% |
| 5Y | +275.3% | +21.4% | +254.0% | +185.3% |
| 10Y | +1,751.4% | +695.0% | +1,056.4% | +342.7% |
| All | +13,634.3% | +490.6% | +13,143.7% | +2,765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling