+44.5%
GOOG vs TSM
+87.4%
-42.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.8% |
| 7D | -2.2% | +2.7% | -4.9% | -2.9% |
| 30D | -6.9% | +3.6% | -10.5% | -7.8% |
| 3M | -9.1% | -3.4% | -5.8% | -8.9% |
| 6M | +10.6% | +20.6% | -10.0% | +2.4% |
| YTD | +7.0% | +41.9% | -34.9% | -6.1% |
| 1Y | +44.5% | +84.4% | -39.8% | +22.8% |
| All | +44.5% | +87.4% | -42.9% | +22.8% |
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