+1.0%
GOOGL vs TSM
+43.0%
-42.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.1% | +1.1% |
| 7D | +1.6% | +4.4% | -2.9% | +0.4% |
| 30D | -16.8% | -7.0% | -9.8% | -15.5% |
| 3M | -14.6% | -1.8% | -12.8% | -14.5% |
| 6M | -24.4% | +2.7% | -27.1% | -26.2% |
| YTD | -6.1% | +37.1% | -43.2% | -17.9% |
| 1Y | +1.0% | +43.5% | -42.5% | -14.3% |
| All | +1.0% | +43.0% | -42.0% | -14.3% |
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 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