+277.6%
TSM vs SU
+341.5%
-63.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +2.6% | +1.7% | +1.0% | +2.3% |
| 30D | +1.4% | +9.6% | -8.2% | -0.7% |
| 3M | +5.0% | +11.7% | -6.8% | +2.0% |
| 6M | +24.0% | +21.9% | +2.0% | +16.6% |
| YTD | +41.6% | +58.6% | -17.1% | +23.7% |
| 1Y | +66.2% | +66.5% | -0.4% | +43.1% |
| 3Y | +398.2% | +121.4% | +276.8% | +294.1% |
| 5Y | +277.6% | +355.7% | -78.1% | +159.4% |
| All | +277.6% | +341.5% | -63.9% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling