+285.0%
TSM vs TRI
-10.1%
+295.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.6% |
| 7D | +4.8% | -8.4% | +13.2% | +5.8% |
| 30D | +4.0% | -6.5% | +10.5% | +4.6% |
| 3M | +2.0% | +18.6% | -16.6% | -2.8% |
| 6M | +25.5% | -10.4% | +35.9% | +29.3% |
| YTD | +44.0% | -23.7% | +67.7% | +58.9% |
| 1Y | +75.4% | -42.5% | +117.9% | +122.7% |
| 3Y | +406.7% | -19.3% | +426.0% | +394.1% |
| 5Y | +285.0% | -9.7% | +294.6% | +222.5% |
| All | +285.0% | -10.1% | +295.1% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling