+13,507.3%
GOOGL vs TSM
+12,495.3%
+1,012.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.3% |
| 7D | -2.3% | +2.7% | -5.0% | -3.4% |
| 30D | -6.6% | +3.6% | -10.2% | -8.1% |
| 3M | -8.9% | -3.4% | -5.6% | -8.9% |
| 6M | +11.9% | +20.6% | -8.7% | +1.7% |
| YTD | +8.3% | +41.9% | -33.5% | -8.4% |
| 1Y | +46.2% | +84.4% | -38.2% | +10.5% |
| 3Y | +151.9% | +380.2% | -228.4% | +20.5% |
| 5Y | +137.7% | +275.3% | -137.6% | +23.2% |
| 10Y | +757.6% | +1,751.4% | -993.8% | +117.9% |
| All | +13,507.3% | +12,495.3% | +1,012.0% | +1,473.6% |
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 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