+52.3%
MSFT vs TSM
+324.7%
-272.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -2.4% |
| 7D | +1.7% | -7.6% | +9.2% | +3.3% |
| 30D | +0.2% | -20.5% | +20.7% | +5.2% |
| 3M | +6.4% | -10.0% | +16.3% | +8.4% |
| 6M | +28.7% | -10.1% | +38.8% | +29.8% |
| YTD | +10.4% | +24.5% | -14.1% | +1.6% |
| 1Y | +7.6% | +31.2% | -23.6% | -2.5% |
| 3Y | +52.3% | +322.0% | -269.7% | -1.2% |
| All | +52.3% | +324.7% | -272.4% | -1.2% |
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 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