+33.0%
TSM vs B
+24.4%
+8.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.3% |
| 7D | -2.5% | +11.3% | -13.8% | -5.6% |
| 30D | -14.3% | +2.9% | -17.2% | -15.0% |
| 3M | -7.2% | -2.9% | -4.4% | -6.9% |
| 6M | -5.1% | -1.2% | -3.9% | -6.2% |
| YTD | +28.9% | -1.3% | +30.2% | +26.4% |
| All | +33.0% | +24.4% | +8.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling