+1,643.1%
TSM vs ADBE
+133.5%
+1,509.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | +6.2% | +1.6% | +4.6% | +5.6% |
| 30D | -7.3% | +1.0% | -8.3% | -8.2% |
| 3M | -7.1% | -10.1% | +3.0% | -4.8% |
| 6M | +0.2% | +3.0% | -2.7% | -5.1% |
| YTD | +32.2% | -30.5% | +62.8% | +45.9% |
| 1Y | +42.8% | -27.1% | +69.9% | +53.6% |
| 3Y | +330.4% | -58.8% | +389.2% | +475.9% |
| 5Y | +263.9% | -63.0% | +327.0% | +389.0% |
| All | +1,643.1% | +133.5% | +1,509.6% | +882.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 10y: compounded portfolio wealth divided by compounded ADBE 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…
10y analysis · Full analysis span regression · 6 months rolling