+12,629.9%
TSM vs STM
+406.3%
+12,223.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.8% |
| 7D | -2.1% | -7.9% | +5.9% | +2.2% |
| 30D | -12.5% | -14.1% | +1.6% | -5.6% |
| 3M | -5.0% | -17.6% | +12.6% | +4.2% |
| 6M | -3.2% | -24.2% | +21.0% | +7.0% |
| YTD | +31.5% | +73.3% | -41.8% | -7.4% |
| 1Y | +35.7% | +90.1% | -54.4% | -9.3% |
| 3Y | +323.5% | +10.3% | +313.1% | +248.8% |
| 5Y | +263.4% | -5.7% | +269.1% | +214.1% |
| 10Y | +1,598.5% | +444.1% | +1,154.4% | +397.8% |
| All | +12,629.9% | +406.3% | +12,223.7% | +2,759.8% |
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 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