+13,444.1%
GOOG vs TSM
+12,495.3%
+948.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.2% |
| 7D | -2.1% | +2.7% | -4.9% | -3.2% |
| 30D | -6.8% | +3.6% | -10.4% | -8.3% |
| 3M | -9.1% | -3.4% | -5.7% | -9.0% |
| 6M | +10.7% | +20.6% | -9.9% | +0.7% |
| YTD | +7.1% | +41.9% | -34.8% | -9.4% |
| 1Y | +44.6% | +84.4% | -39.7% | +9.4% |
| 3Y | +147.4% | +380.2% | -232.8% | +18.5% |
| 5Y | +133.8% | +275.3% | -141.5% | +21.4% |
| 10Y | +777.5% | +1,751.4% | -973.9% | +123.1% |
| All | +13,444.1% | +12,495.3% | +948.8% | +1,467.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling