+36.0%
TSM vs U
+17.5%
+18.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.1% | -2.9% |
| 7D | -10.0% | +7.5% | -17.5% | -10.8% |
| 30D | -18.5% | -7.0% | -11.5% | -17.9% |
| 3M | -4.9% | +20.6% | -25.4% | -7.6% |
| 6M | -1.0% | +53.2% | -54.1% | -6.9% |
| YTD | +31.3% | -3.9% | +35.1% | +29.7% |
| 1Y | +36.0% | +18.4% | +17.6% | +29.7% |
| All | +36.0% | +17.5% | +18.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling