+8,200.6%
TSM vs TRI
+584.0%
+7,616.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +14.8% | -7.5% | +22.3% | +18.5% |
| 30D | -8.9% | +3.9% | -12.8% | -12.0% |
| 3M | -5.3% | +7.2% | -12.4% | -11.3% |
| 6M | +2.6% | +27.0% | -24.4% | -15.8% |
| YTD | +34.5% | -14.0% | +48.5% | +30.8% |
| 1Y | +41.0% | -17.7% | +58.7% | +40.2% |
| 3Y | +333.1% | -10.7% | +343.8% | +298.4% |
| 5Y | +270.1% | +0.6% | +269.5% | +214.8% |
| 10Y | +1,608.7% | +225.3% | +1,383.4% | +601.5% |
| All | +8,200.6% | +584.0% | +7,616.6% | +1,502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling