+4.9%
MSFT vs TSM
+39.3%
-34.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.4% |
| 7D | -1.3% | +6.2% | -7.5% | -2.1% |
| 30D | -1.8% | -7.3% | +5.4% | -1.0% |
| 3M | +5.6% | -7.1% | +12.8% | +6.5% |
| 6M | +29.8% | +0.2% | +29.6% | +27.1% |
| YTD | +9.0% | +32.2% | -23.2% | +2.1% |
| 1Y | +4.9% | +42.8% | -37.8% | -3.6% |
| All | +4.9% | +39.3% | -34.4% | -3.6% |
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