+1,410.4%
TSM vs T
+55.6%
+1,354.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.4% |
| 7D | -7.6% | +1.0% | -8.6% | -7.6% |
| 30D | -20.5% | -10.6% | -9.9% | -19.8% |
| 3M | -10.0% | -7.7% | -2.2% | -9.6% |
| 6M | -10.1% | -13.3% | +3.3% | -9.1% |
| YTD | +24.5% | -8.8% | +33.3% | +24.5% |
| 1Y | +31.2% | -8.4% | +39.6% | +31.0% |
| 3Y | +322.0% | +59.6% | +262.3% | +263.6% |
| 5Y | +245.3% | +52.1% | +193.2% | +194.3% |
| All | +1,410.4% | +55.6% | +1,354.8% | +1,127.0% |
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