+9.0%
MSFT vs TSM
+34.7%
-25.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.9% | +7.0% |
| 7D | +4.7% | -10.0% | +14.6% | +6.2% |
| 30D | +5.8% | -18.5% | +24.4% | +8.7% |
| 3M | +13.0% | -4.9% | +17.9% | +13.6% |
| 6M | +34.9% | -1.0% | +35.9% | +32.3% |
| YTD | +15.7% | +31.3% | -15.6% | +7.4% |
| 1Y | +9.0% | +36.0% | -27.1% | -0.8% |
| All | +9.0% | +34.7% | -25.8% | -0.8% |
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