+407.0%
TSM vs SU
+120.6%
+286.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.2% |
| 7D | +4.8% | +1.6% | +3.2% | +4.5% |
| 30D | +4.0% | +10.7% | -6.7% | +1.9% |
| 3M | +2.0% | +13.5% | -11.5% | -0.8% |
| 6M | +25.5% | +21.8% | +3.7% | +17.7% |
| YTD | +44.0% | +58.8% | -14.8% | +23.5% |
| 1Y | +75.4% | +72.0% | +3.4% | +46.2% |
| All | +407.0% | +120.6% | +286.4% | +295.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling