+36.0%
TSM vs TLT
-5.4%
+41.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.7% |
| 7D | -10.0% | +1.0% | -10.9% | -10.5% |
| 30D | -18.5% | +6.0% | -24.6% | -22.2% |
| 3M | -4.9% | -0.9% | -4.0% | -3.1% |
| 6M | -1.0% | -2.3% | +1.3% | +2.6% |
| YTD | +31.3% | -3.3% | +34.6% | +37.5% |
| 1Y | +36.0% | -5.6% | +41.6% | +44.6% |
| All | +36.0% | -5.4% | +41.4% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling