+236.4%
TSM vs TPR
+253.5%
-17.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | -7.6% | +14.2% | -21.8% | -12.0% |
| 30D | -20.5% | +17.1% | -37.6% | -25.2% |
| 3M | -10.0% | -17.7% | +7.7% | -5.1% |
| 6M | -10.1% | -10.2% | +0.1% | -9.0% |
| YTD | +24.5% | +4.9% | +19.6% | +18.3% |
| 1Y | +31.2% | +36.1% | -5.0% | +12.5% |
| 3Y | +322.0% | +416.5% | -94.5% | +107.2% |
| All | +236.4% | +253.5% | -17.2% | +82.2% |
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