+920.4%
MSFT vs TSM
+1,499.6%
-579.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.4% |
| 7D | +7.5% | -2.5% | +10.0% | +8.2% |
| 30D | +1.9% | -14.3% | +16.2% | +7.6% |
| 3M | +9.2% | -7.2% | +16.5% | +11.4% |
| 6M | +31.9% | -5.1% | +37.0% | +31.3% |
| YTD | +13.4% | +28.9% | -15.4% | -1.7% |
| 1Y | +10.6% | +37.1% | -26.4% | -6.8% |
| 3Y | +54.7% | +341.5% | -286.8% | -28.8% |
| 5Y | +69.1% | +245.7% | -176.6% | -15.5% |
| 10Y | +920.4% | +1,502.2% | -581.9% | +111.4% |
| All | +920.4% | +1,499.6% | -579.3% | +111.4% |
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