+11,697.7%
GOOGL vs TSM
+12,070.9%
-373.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.1% | +0.4% |
| 7D | +1.6% | +4.4% | -2.9% | -0.5% |
| 30D | -16.8% | -7.0% | -9.8% | -14.8% |
| 3M | -14.6% | -1.8% | -12.8% | -14.7% |
| 6M | -24.4% | +2.7% | -27.1% | -26.9% |
| YTD | -6.1% | +37.1% | -43.2% | -20.0% |
| 1Y | +1.0% | +43.5% | -42.5% | -15.7% |
| 3Y | +123.4% | +341.5% | -218.1% | +10.0% |
| 5Y | +103.2% | +278.9% | -175.6% | +4.2% |
| 10Y | +667.7% | +1,641.8% | -974.1% | +98.7% |
| All | +11,697.7% | +12,070.9% | -373.2% | +1,274.0% |
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