+1,753.6%
TSM vs T
+65.0%
+1,688.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +6.0% | -1.5% | +7.6% | +6.2% |
| 30D | +4.5% | +7.6% | -3.1% | +3.7% |
| 3M | +3.1% | +15.3% | -12.2% | +1.3% |
| 6M | +30.2% | -8.5% | +38.7% | +31.7% |
| YTD | +45.2% | +6.8% | +38.4% | +43.4% |
| 1Y | +79.6% | -7.2% | +86.8% | +81.1% |
| 3Y | +411.0% | +108.2% | +302.7% | +320.3% |
| 5Y | +290.7% | +66.1% | +224.7% | +235.9% |
| 10Y | +1,753.6% | +65.3% | +1,688.3% | +1,492.8% |
| All | +1,753.6% | +65.0% | +1,688.6% | +1,492.8% |
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