+7,767.4%
TSM vs TPR
+7,380.8%
+386.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -2.3% | +5.0% | +3.5% |
| 30D | +3.6% | -23.0% | +26.6% | +12.0% |
| 3M | -3.4% | -12.5% | +9.1% | -0.2% |
| 6M | +20.6% | -21.4% | +42.0% | +28.5% |
| YTD | +41.9% | -3.5% | +45.4% | +40.7% |
| 1Y | +84.4% | +17.4% | +67.0% | +70.3% |
| 3Y | +380.2% | +291.3% | +89.0% | +186.8% |
| 5Y | +275.3% | +241.9% | +33.4% | +126.5% |
| 10Y | +1,751.4% | +322.7% | +1,428.7% | +780.6% |
| All | +7,767.4% | +7,380.8% | +386.6% | +954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling