+411.2%
TSM vs TRI
-17.7%
+428.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.9% | +2.3% |
| 7D | +6.0% | -7.1% | +13.1% | +5.9% |
| 30D | +4.5% | -2.3% | +6.8% | +4.4% |
| 3M | +3.1% | +19.6% | -16.5% | +2.2% |
| 6M | +30.2% | -8.7% | +38.9% | +35.3% |
| YTD | +45.2% | -22.3% | +67.5% | +58.9% |
| 1Y | +79.6% | -40.7% | +120.2% | +117.3% |
| All | +411.2% | -17.7% | +428.9% | +398.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling