+443.9%
TSM vs U
-32.9%
+476.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.4% |
| 7D | -2.1% | +24.4% | -26.4% | -5.9% |
| 30D | -12.5% | +7.4% | -19.9% | -14.0% |
| 3M | -5.0% | +16.8% | -21.8% | -8.1% |
| 6M | -3.2% | +78.8% | -82.0% | -13.3% |
| YTD | +31.5% | +14.0% | +17.5% | +23.9% |
| 1Y | +35.7% | +16.7% | +19.0% | +27.2% |
| 3Y | +323.5% | +86.4% | +237.1% | +245.0% |
| 5Y | +263.4% | -71.5% | +334.8% | +251.1% |
| All | +443.9% | -32.9% | +476.8% | +364.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling