+1,502.2%
TSM vs TPR
+403.1%
+1,099.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.8% |
| 7D | -2.5% | +12.7% | -15.2% | -6.0% |
| 30D | -14.3% | +17.1% | -31.3% | -18.4% |
| 3M | -7.2% | -15.9% | +8.6% | -4.0% |
| 6M | -5.1% | +2.6% | -7.7% | -7.6% |
| YTD | +28.9% | +7.5% | +21.4% | +23.4% |
| 1Y | +37.1% | +32.9% | +4.1% | +23.2% |
| 3Y | +341.5% | +413.8% | -72.4% | +166.3% |
| 5Y | +245.7% | +263.9% | -18.2% | +122.6% |
| 10Y | +1,502.2% | +389.7% | +1,112.5% | +783.6% |
| All | +1,502.2% | +403.1% | +1,099.1% | +783.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling