+4,640.1%
MSFT vs TSM
+15,282.5%
-10,642.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.9% |
| 7D | -2.7% | +2.7% | -5.4% | -3.5% |
| 30D | +2.7% | +3.6% | -0.9% | +1.4% |
| 3M | +17.0% | -3.4% | +20.3% | +17.1% |
| 6M | +23.8% | +20.6% | +3.2% | +14.8% |
| YTD | +4.0% | +41.9% | -37.9% | -8.8% |
| 1Y | -0.8% | +84.4% | -85.2% | -20.5% |
| 3Y | +55.6% | +380.2% | -324.6% | -11.4% |
| 5Y | +72.9% | +275.3% | -202.4% | +4.6% |
| 10Y | +875.8% | +1,751.4% | -875.6% | +255.4% |
| All | +4,640.1% | +15,282.5% | -10,642.4% | +646.6% |
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 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