+38.3%
GOOG vs TSM
+67.2%
-28.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -2.5% | +2.6% | -5.1% | -3.2% |
| 30D | -3.6% | +1.4% | -5.0% | -4.1% |
| 3M | -6.4% | +5.0% | -11.4% | -8.5% |
| 6M | +7.8% | +24.0% | -16.2% | -1.1% |
| YTD | +5.5% | +41.6% | -36.1% | -7.8% |
| 1Y | +38.3% | +66.2% | -27.9% | +16.0% |
| All | +38.3% | +67.2% | -28.9% | +16.0% |
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