+915.1%
MSFT vs TSM
+1,617.5%
-702.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.8% |
| 7D | -1.3% | +6.2% | -7.5% | -3.6% |
| 30D | -1.8% | -7.3% | +5.4% | +0.4% |
| 3M | +5.6% | -7.1% | +12.8% | +7.6% |
| 6M | +29.8% | +0.2% | +29.6% | +26.4% |
| YTD | +9.0% | +32.2% | -23.2% | -6.6% |
| 1Y | +4.9% | +42.8% | -37.8% | -13.1% |
| 3Y | +46.2% | +330.4% | -284.2% | -31.7% |
| 5Y | +62.1% | +263.9% | -201.8% | -20.9% |
| All | +915.1% | +1,617.5% | -702.4% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling