+38.3%
GOOGL vs TSM
+78.3%
-39.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -2.1% |
| 7D | -1.9% | +4.8% | -6.6% | -3.0% |
| 30D | -7.5% | +4.0% | -11.5% | -8.5% |
| 3M | -9.2% | +2.0% | -11.1% | -10.3% |
| 6M | +8.1% | +25.5% | -17.4% | -1.1% |
| YTD | +5.8% | +44.0% | -38.2% | -7.9% |
| 1Y | +38.3% | +75.4% | -37.1% | +14.6% |
| All | +38.3% | +78.3% | -39.9% | +14.6% |
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