+486.8%
TSM vs U
-44.5%
+531.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +2.7% | -3.8% | +6.5% | +3.4% |
| 30D | +3.6% | +17.5% | -13.8% | +0.6% |
| 3M | -3.4% | +38.7% | -42.1% | -9.0% |
| 6M | +20.6% | +104.4% | -83.8% | +6.0% |
| YTD | +41.9% | -5.7% | +47.6% | +38.9% |
| 1Y | +84.4% | +3.7% | +80.7% | +76.0% |
| 3Y | +380.2% | +12.3% | +367.9% | +326.7% |
| 5Y | +275.3% | -68.8% | +344.1% | +261.8% |
| All | +486.8% | -44.5% | +531.3% | +420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling