+889.6%
MSFT vs TSM
+1,784.6%
-895.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.5% | -2.1% |
| 7D | -1.4% | +6.0% | -7.4% | -3.7% |
| 30D | -1.0% | +4.5% | -5.5% | -2.9% |
| 3M | +20.2% | +3.1% | +17.1% | +17.2% |
| 6M | +21.3% | +30.2% | -8.9% | +6.4% |
| YTD | +2.8% | +45.2% | -42.4% | -14.4% |
| 1Y | 0.0% | +79.6% | -79.6% | -24.5% |
| 3Y | +51.2% | +411.0% | -359.8% | -34.0% |
| 5Y | +71.4% | +290.7% | -219.3% | -17.9% |
| All | +889.6% | +1,784.6% | -895.0% | +91.0% |
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 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