+1,757.1%
TSM vs TRI
+191.2%
+1,565.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +2.6% | -14.4% | +17.0% | +6.6% |
| 30D | +1.4% | -8.1% | +9.5% | +3.1% |
| 3M | +5.0% | +17.5% | -12.6% | -2.8% |
| 6M | +24.0% | -5.0% | +28.9% | +22.4% |
| YTD | +41.6% | -24.7% | +66.3% | +53.0% |
| 1Y | +66.2% | -41.5% | +107.7% | +102.4% |
| 3Y | +398.2% | -20.3% | +418.6% | +400.9% |
| 5Y | +277.6% | -10.9% | +288.5% | +251.7% |
| All | +1,757.1% | +191.2% | +1,565.9% | +963.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling