+31.2%
TSM vs TLT
-4.6%
+35.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -20.5% | +6.2% | -26.7% | -24.3% |
| 3M | -10.0% | +0.1% | -10.0% | -9.1% |
| 6M | -10.1% | -3.0% | -7.1% | -6.1% |
| YTD | +24.5% | -2.7% | +27.2% | +29.8% |
| 1Y | +31.2% | -4.8% | +36.0% | +40.2% |
| All | +31.2% | -4.6% | +35.8% | +40.2% |
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