-31.8%
TSMZ vs SPY
+9.9%
-41.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -5.9% |
| 7D | +6.4% | -2.7% | +9.1% | +0.9% |
| 30D | +22.9% | -5.4% | +28.3% | +10.2% |
| 3M | +8.4% | -4.1% | +12.5% | +0.4% |
| 6M | +3.6% | +0.7% | +2.9% | +8.8% |
| YTD | -27.9% | +8.7% | -36.6% | -10.2% |
| 1Y | -31.8% | +10.9% | -42.7% | -11.9% |
| All | -31.8% | +9.9% | -41.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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