+84.4%
TSM vs U
+6.4%
+78.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +2.7% | -3.8% | +6.5% | +3.2% |
| 30D | +3.6% | +17.5% | -13.8% | +1.2% |
| 3M | -3.4% | +38.7% | -42.1% | -7.8% |
| 6M | +20.6% | +104.4% | -83.8% | +9.6% |
| YTD | +41.9% | -5.7% | +47.6% | +40.6% |
| 1Y | +84.4% | +3.7% | +80.7% | +80.0% |
| All | +84.4% | +6.4% | +78.0% | +80.0% |
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