+1,641.8%
TSM vs T
+61.4%
+1,580.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.1% |
| 7D | +4.4% | +2.0% | +2.5% | +4.3% |
| 30D | -7.0% | -1.0% | -6.0% | -7.0% |
| 3M | -1.8% | -8.1% | +6.3% | -1.3% |
| 6M | +2.7% | -8.3% | +11.0% | +3.2% |
| YTD | +37.1% | -6.1% | +43.2% | +36.8% |
| 1Y | +43.5% | -7.4% | +50.8% | +43.3% |
| 3Y | +341.5% | +65.4% | +276.1% | +279.2% |
| 5Y | +278.9% | +57.6% | +221.2% | +221.7% |
| 10Y | +1,641.8% | +61.4% | +1,580.4% | +1,335.6% |
| All | +1,641.8% | +61.4% | +1,580.4% | +1,335.6% |
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