+323.5%
TSM vs TPR
+419.9%
-96.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -2.1% | +12.1% | -14.1% | -5.5% |
| 30D | -12.5% | +16.7% | -29.2% | -16.8% |
| 3M | -5.0% | -17.4% | +12.4% | 0.0% |
| 6M | -3.2% | +2.3% | -5.5% | -6.0% |
| YTD | +31.5% | +7.1% | +24.4% | +24.8% |
| 1Y | +35.7% | +29.5% | +6.2% | +19.9% |
| 3Y | +323.5% | +415.0% | -91.6% | +123.4% |
| All | +323.5% | +419.9% | -96.4% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling