+12,671.7%
TSM vs TLT
+130.6%
+12,541.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +2.7% | -0.4% | +3.2% | +2.5% |
| 30D | +3.6% | -0.6% | +4.2% | +3.3% |
| 3M | -3.4% | -2.7% | -0.6% | -4.7% |
| 6M | +20.6% | -5.6% | +26.2% | +17.0% |
| YTD | +41.9% | -2.8% | +44.6% | +39.6% |
| 1Y | +84.4% | -1.4% | +85.8% | +82.8% |
| 3Y | +380.2% | -1.6% | +381.8% | +378.1% |
| 5Y | +275.3% | -33.8% | +309.1% | +194.1% |
| 10Y | +1,751.4% | -21.1% | +1,772.5% | +1,586.3% |
| All | +12,671.7% | +130.6% | +12,541.2% | +50,766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling