+265.7%
TSM vs T
+56.8%
+208.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +2.5% | +3.7% | +6.6% |
| 30D | -7.3% | -3.8% | -3.5% | -7.6% |
| 3M | -7.1% | -8.7% | +1.6% | -8.0% |
| 6M | +0.2% | -8.1% | +8.4% | +0.1% |
| YTD | +32.2% | -6.4% | +38.7% | +32.3% |
| 1Y | +42.8% | -9.8% | +52.5% | +42.5% |
| 3Y | +330.4% | +65.5% | +264.9% | +317.8% |
| All | +265.7% | +56.8% | +208.9% | +259.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling