+1,502.2%
TSM vs BA
+31.3%
+1,470.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | -2.5% | -1.7% | -0.8% | -2.0% |
| 30D | -14.3% | -9.5% | -4.8% | -12.1% |
| 3M | -7.2% | -26.5% | +19.2% | +0.7% |
| 6M | -5.1% | -27.4% | +22.2% | +2.9% |
| YTD | +28.9% | -20.6% | +49.5% | +36.0% |
| 1Y | +37.1% | -11.4% | +48.5% | +40.0% |
| 3Y | +341.5% | -10.8% | +352.3% | +339.4% |
| 5Y | +245.7% | -21.9% | +267.6% | +246.9% |
| 10Y | +1,502.2% | +28.1% | +1,474.1% | +1,522.0% |
| All | +1,502.2% | +31.3% | +1,470.9% | +1,522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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