+273.1%
TSM vs TPR
+239.8%
+33.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -2.3% | +5.0% | +3.6% |
| 30D | +3.6% | -23.0% | +26.6% | +12.5% |
| 3M | -3.4% | -12.5% | +9.1% | -0.2% |
| 6M | +20.6% | -21.4% | +42.0% | +28.9% |
| YTD | +41.9% | -3.5% | +45.4% | +40.0% |
| 1Y | +84.4% | +17.4% | +67.0% | +68.1% |
| 3Y | +380.2% | +291.3% | +89.0% | +166.4% |
| All | +273.1% | +239.8% | +33.3% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling