+273.1%
TSM vs B
+153.8%
+119.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.3% |
| 7D | +2.7% | -1.6% | +4.3% | +3.0% |
| 30D | +3.6% | +9.4% | -5.8% | +1.5% |
| 3M | -3.4% | +5.0% | -8.4% | -4.8% |
| 6M | +20.6% | -3.5% | +24.2% | +20.0% |
| YTD | +41.9% | +4.5% | +37.4% | +39.1% |
| 1Y | +84.4% | +67.8% | +16.6% | +67.2% |
| 3Y | +380.2% | +196.7% | +183.5% | +296.5% |
| All | +273.1% | +153.8% | +119.3% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling