+4.4%
GOOGL vs TSM
+34.7%
-30.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.2% | +5.4% | +3.7% |
| 7D | -11.1% | -10.0% | -1.1% | -8.7% |
| 30D | -16.6% | -18.5% | +1.9% | -12.4% |
| 3M | -23.4% | -4.9% | -18.6% | -22.6% |
| 6M | -24.5% | -1.0% | -23.6% | -25.6% |
| YTD | -7.5% | +31.3% | -38.8% | -18.9% |
| 1Y | +4.4% | +36.0% | -31.6% | -10.8% |
| All | +4.4% | +34.7% | -30.3% | -10.8% |
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