+373.1%
TSM vs TLT
-1.0%
+374.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | -0.4% | +3.2% | +2.8% |
| 30D | +3.6% | -0.6% | +4.2% | +3.6% |
| 3M | -3.4% | -2.7% | -0.6% | -3.2% |
| 6M | +20.6% | -5.6% | +26.2% | +20.7% |
| YTD | +41.9% | -2.8% | +44.6% | +42.2% |
| 1Y | +84.4% | -1.4% | +85.8% | +84.8% |
| All | +373.1% | -1.0% | +374.1% | +359.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling