+330.4%
TSM vs TPR
+403.8%
-73.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +6.2% | -0.3% | +6.5% | +6.3% |
| 30D | -7.3% | +15.1% | -22.4% | -11.6% |
| 3M | -7.1% | +3.5% | -10.7% | -8.8% |
| 6M | +0.2% | +0.4% | -0.2% | -2.3% |
| YTD | +32.2% | +4.6% | +27.6% | +26.3% |
| 1Y | +42.8% | +33.1% | +9.7% | +24.6% |
| 3Y | +330.4% | +396.0% | -65.6% | +129.8% |
| All | +330.4% | +403.8% | -73.4% | +129.8% |
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