+273.1%
TSM vs T
+67.4%
+205.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.6% |
| 7D | +2.7% | -1.3% | +4.0% | +2.6% |
| 30D | +3.6% | +11.4% | -7.8% | +5.1% |
| 3M | -3.4% | +14.3% | -17.7% | -1.4% |
| 6M | +20.6% | -9.3% | +29.9% | +21.0% |
| YTD | +41.9% | +7.1% | +34.8% | +44.0% |
| 1Y | +84.4% | -9.1% | +93.5% | +85.8% |
| 3Y | +380.2% | +105.3% | +274.9% | +366.9% |
| All | +273.1% | +67.4% | +205.8% | +275.2% |
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