+1,815.4%
TSM vs BAX
-37.8%
+1,853.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +4.8% | -5.1% | +9.9% | +6.0% |
| 30D | +4.0% | -12.2% | +16.2% | +7.2% |
| 3M | +2.0% | +21.8% | -19.8% | -3.6% |
| 6M | +25.5% | +36.3% | -10.8% | +14.9% |
| YTD | +44.0% | +27.8% | +16.2% | +32.9% |
| 1Y | +75.4% | -0.1% | +75.5% | +71.5% |
| 3Y | +406.7% | -33.3% | +440.1% | +437.3% |
| 5Y | +285.0% | -67.1% | +352.1% | +414.9% |
| 10Y | +1,815.4% | -36.9% | +1,852.3% | +1,787.5% |
| All | +1,815.4% | -37.8% | +1,853.2% | +1,787.5% |
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