+36.0%
TSM vs SU
+88.1%
-52.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -3.0% |
| 7D | -10.0% | -7.1% | -2.9% | -11.1% |
| 30D | -18.5% | +4.8% | -23.3% | -17.5% |
| 3M | -4.9% | +12.5% | -17.4% | -2.3% |
| 6M | -1.0% | +6.5% | -7.4% | +1.6% |
| YTD | +31.3% | +65.8% | -34.5% | +31.6% |
| 1Y | +36.0% | +86.2% | -50.1% | +37.5% |
| All | +36.0% | +88.1% | -52.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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