+296.9%
TSM vs BA
-11.9%
+308.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.5% | -8.2% | -10.0% |
| 7D | -18.2% | -0.1% | -18.1% | -18.2% |
| 30D | -26.8% | -9.1% | -17.7% | -24.7% |
| 3M | -14.5% | -28.2% | +13.7% | -4.9% |
| 6M | -10.0% | -23.1% | +13.1% | -2.9% |
| YTD | +17.1% | -20.6% | +37.7% | +24.3% |
| 1Y | +21.5% | -12.7% | +34.2% | +24.6% |
| All | +296.9% | -11.9% | +308.8% | +279.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling