+97.7%
GOOG vs TSM
+262.0%
-164.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.4% |
| 7D | +3.0% | +6.2% | -3.2% | +0.8% |
| 30D | -14.9% | -7.3% | -7.6% | -12.9% |
| 3M | -14.9% | -7.1% | -7.8% | -13.2% |
| 6M | -26.6% | +0.2% | -26.8% | -28.3% |
| YTD | -6.6% | +32.2% | -38.8% | -18.8% |
| 1Y | +5.1% | +42.8% | -37.7% | -11.5% |
| 3Y | +121.0% | +330.4% | -209.4% | +6.0% |
| All | +97.7% | +262.0% | -164.3% | -2.0% |
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 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