+55.0%
MSFT vs TSM
+396.9%
-341.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.7% |
| 7D | -2.7% | +2.7% | -5.4% | -3.3% |
| 30D | +2.7% | +3.6% | -0.9% | +1.8% |
| 3M | +17.0% | -3.4% | +20.3% | +16.7% |
| 6M | +23.8% | +20.6% | +3.2% | +16.3% |
| YTD | +4.0% | +41.9% | -37.9% | -6.8% |
| 1Y | -0.8% | +84.4% | -85.2% | -17.7% |
| All | +55.0% | +396.9% | -341.8% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling