+3.6%
GOOG vs TSM
+34.7%
-31.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.5% | +3.8% |
| 7D | -10.7% | -10.0% | -0.8% | -8.4% |
| 30D | -16.4% | -18.5% | +2.1% | -12.2% |
| 3M | -23.4% | -4.9% | -18.5% | -22.6% |
| 6M | -24.2% | -1.0% | -23.3% | -25.3% |
| YTD | -8.3% | +31.3% | -39.5% | -19.3% |
| 1Y | +3.6% | +36.0% | -32.4% | -11.2% |
| All | +3.6% | +34.7% | -31.1% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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