-62.8%
TSMZ vs SPY
+32.6%
-95.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.0% |
| 7D | +6.4% | -2.7% | +9.1% | +2.4% |
| 30D | +22.9% | -5.4% | +28.3% | +13.4% |
| 3M | +8.4% | -4.1% | +12.5% | +2.5% |
| 6M | +3.6% | +0.7% | +2.9% | +7.7% |
| YTD | -27.9% | +8.7% | -36.6% | -14.4% |
| 1Y | -31.8% | +10.9% | -42.7% | -16.4% |
| All | -62.8% | +32.6% | -95.4% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling