+6,195.0%
TSM vs TDY
+7,071.3%
-876.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | +6.0% | -0.9% | +6.9% | +6.3% |
| 30D | +4.5% | -12.5% | +17.0% | +9.2% |
| 3M | +3.1% | -1.2% | +4.3% | +3.7% |
| 6M | +30.2% | -6.6% | +36.8% | +33.5% |
| YTD | +45.2% | +18.5% | +26.7% | +37.4% |
| 1Y | +79.6% | +10.8% | +68.8% | +73.3% |
| 3Y | +411.0% | +47.5% | +363.5% | +347.5% |
| 5Y | +290.7% | +35.8% | +254.9% | +250.1% |
| 10Y | +1,753.6% | +459.0% | +1,294.6% | +935.3% |
| All | +6,195.0% | +7,071.3% | -876.4% | +1,663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling