+746.7%
GOOGL vs TSM
+1,769.0%
-1,022.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.9% |
| 7D | -1.9% | +4.8% | -6.6% | -3.7% |
| 30D | -7.5% | +4.0% | -11.5% | -9.1% |
| 3M | -9.2% | +2.0% | -11.1% | -11.0% |
| 6M | +8.1% | +25.5% | -17.4% | -3.6% |
| YTD | +5.8% | +44.0% | -38.2% | -11.5% |
| 1Y | +38.3% | +75.4% | -37.1% | +5.9% |
| 3Y | +144.8% | +406.7% | -262.0% | +8.8% |
| 5Y | +132.5% | +285.0% | -152.4% | +13.8% |
| 10Y | +746.7% | +1,815.4% | -1,068.7% | +78.3% |
| All | +746.7% | +1,769.0% | -1,022.3% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling