+373.1%
TSM vs T
+105.3%
+267.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.1% |
| 7D | +2.7% | -1.3% | +4.0% | +2.3% |
| 30D | +3.6% | +11.4% | -7.8% | +7.9% |
| 3M | -3.4% | +14.3% | -17.7% | +2.4% |
| 6M | +20.6% | -9.3% | +29.9% | +19.3% |
| YTD | +41.9% | +7.1% | +34.8% | +48.1% |
| 1Y | +84.4% | -9.1% | +93.5% | +83.6% |
| All | +373.1% | +105.3% | +267.7% | +447.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling