+4,933.3%
MSFT vs TSM
+13,400.9%
-8,467.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -3.0% |
| 7D | +1.7% | -7.6% | +9.2% | +3.9% |
| 30D | +0.2% | -20.5% | +20.7% | +7.1% |
| 3M | +6.4% | -10.0% | +16.3% | +9.1% |
| 6M | +28.7% | -10.1% | +38.8% | +30.8% |
| YTD | +10.4% | +24.5% | -14.1% | +0.3% |
| 1Y | +7.6% | +31.2% | -23.6% | -4.0% |
| 3Y | +52.3% | +322.0% | -269.7% | -10.1% |
| 5Y | +64.5% | +245.3% | -180.7% | +1.7% |
| 10Y | +917.8% | +1,465.8% | -548.0% | +288.3% |
| All | +4,933.3% | +13,400.9% | -8,467.6% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling