+13,957.4%
TSM vs SU
+2,586.0%
+11,371.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +6.0% | -1.0% | +7.0% | +6.3% |
| 30D | +4.5% | +13.7% | -9.2% | +0.8% |
| 3M | +3.1% | +8.0% | -4.9% | +0.3% |
| 6M | +30.2% | +21.0% | +9.2% | +21.9% |
| YTD | +45.2% | +56.2% | -11.0% | +26.4% |
| 1Y | +79.6% | +72.2% | +7.4% | +51.9% |
| 3Y | +411.0% | +118.1% | +292.9% | +299.3% |
| 5Y | +290.7% | +350.3% | -59.6% | +140.9% |
| 10Y | +1,753.6% | +248.5% | +1,505.1% | +1,026.2% |
| All | +13,957.4% | +2,586.0% | +11,371.4% | +5,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling