+84.4%
TSM vs TLT
-1.2%
+85.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.7% |
| 7D | +2.7% | -0.4% | +3.2% | +3.0% |
| 30D | +3.6% | -0.6% | +4.2% | +4.1% |
| 3M | -3.4% | -2.7% | -0.6% | -1.4% |
| 6M | +20.6% | -5.6% | +26.2% | +23.5% |
| YTD | +41.9% | -2.8% | +44.6% | +45.6% |
| 1Y | +84.4% | -1.4% | +85.8% | +87.6% |
| All | +84.4% | -1.2% | +85.6% | +87.6% |
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