+11,908.8%
GOOGL vs TSM
+11,839.5%
+69.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | +5.7% | +14.8% | -9.1% | -0.1% |
| 30D | -15.6% | -8.9% | -6.7% | -12.8% |
| 3M | -13.0% | -5.3% | -7.7% | -11.9% |
| 6M | -22.8% | +2.6% | -25.4% | -25.3% |
| YTD | -4.4% | +34.5% | -38.9% | -18.0% |
| 1Y | +4.5% | +41.0% | -36.5% | -12.2% |
| 3Y | +127.4% | +333.1% | -205.7% | +12.8% |
| 5Y | +102.8% | +270.1% | -167.3% | +5.0% |
| 10Y | +681.5% | +1,608.7% | -927.2% | +103.8% |
| All | +11,908.8% | +11,839.5% | +69.3% | +1,308.9% |
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