+128.8%
GOOG vs TSM
+286.5%
-157.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.6% | +4.8% | -6.3% | -3.3% |
| 30D | -7.7% | +4.0% | -11.7% | -9.1% |
| 3M | -9.3% | +2.0% | -11.3% | -10.9% |
| 6M | +7.4% | +25.5% | -18.1% | -3.3% |
| YTD | +4.9% | +44.0% | -39.2% | -11.2% |
| 1Y | +37.2% | +75.4% | -38.2% | +7.0% |
| 3Y | +141.6% | +406.7% | -265.1% | +8.1% |
| 5Y | +128.8% | +285.0% | -156.2% | +14.5% |
| All | +128.8% | +286.5% | -157.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling