+1,502.2%
TSM vs T
+56.1%
+1,446.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | -2.5% | +1.7% | -4.2% | -2.6% |
| 30D | -14.3% | -1.7% | -12.6% | -14.3% |
| 3M | -7.2% | -7.3% | +0.1% | -6.9% |
| 6M | -5.1% | -11.2% | +6.1% | -4.4% |
| YTD | +28.9% | -8.1% | +36.9% | +28.8% |
| 1Y | +37.1% | -8.0% | +45.1% | +36.8% |
| 3Y | +341.5% | +62.1% | +279.3% | +279.2% |
| 5Y | +245.7% | +55.7% | +190.0% | +192.7% |
| 10Y | +1,502.2% | +54.1% | +1,448.1% | +1,205.7% |
| All | +1,502.2% | +56.1% | +1,446.2% | +1,205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 10y: compounded portfolio wealth divided by compounded T 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…
10y analysis · Full analysis span regression · 6 months rolling