+1,672.6%
TSM vs BAX
-36.0%
+1,708.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | +14.8% | +0.4% | +14.5% | +14.8% |
| 30D | -8.9% | +3.4% | -12.3% | -9.8% |
| 3M | -5.3% | -4.5% | -0.8% | -4.5% |
| 6M | +2.6% | +44.0% | -41.4% | -7.2% |
| YTD | +34.5% | +34.9% | -0.4% | +22.3% |
| 1Y | +41.0% | +37.9% | +3.1% | +27.2% |
| 3Y | +333.1% | -17.1% | +350.2% | +331.9% |
| 5Y | +270.1% | -64.3% | +334.4% | +382.9% |
| All | +1,672.6% | -36.0% | +1,708.6% | +1,704.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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