+322.0%
TSM vs A
+64.2%
+257.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +5.6% |
| 7D | -7.6% | -0.1% | -7.5% | -7.4% |
| 30D | -20.5% | +3.4% | -23.8% | -21.3% |
| 3M | -10.0% | +23.8% | -33.8% | -17.1% |
| 6M | -10.1% | +49.0% | -59.1% | -23.9% |
| YTD | +24.5% | +29.4% | -4.9% | +11.7% |
| 1Y | +31.2% | +19.4% | +11.8% | +22.0% |
| 3Y | +322.0% | +66.2% | +255.8% | +266.5% |
| All | +322.0% | +64.2% | +257.7% | +266.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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