+6,394.2%
TSM vs TPR
+8,117.6%
-1,723.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +7.1% | -17.8% | -13.1% |
| 7D | -18.2% | +13.9% | -32.1% | -22.0% |
| 30D | -26.8% | +14.9% | -41.7% | -30.6% |
| 3M | -14.5% | -15.4% | +0.9% | -11.3% |
| 6M | -10.0% | -4.5% | -5.5% | -11.0% |
| YTD | +17.1% | +6.0% | +11.1% | +11.5% |
| 1Y | +21.5% | +24.3% | -2.8% | +9.2% |
| 3Y | +300.4% | +412.8% | -112.5% | +116.7% |
| 5Y | +224.7% | +258.4% | -33.7% | +91.6% |
| 10Y | +1,372.7% | +396.8% | +975.8% | +556.4% |
| All | +6,394.2% | +8,117.6% | -1,723.4% | +735.9% |
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