+281.7%
TSM vs BAX
-65.7%
+347.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.7% |
| 7D | +2.7% | -1.1% | +3.9% | +2.9% |
| 30D | +3.6% | -5.5% | +9.1% | +4.4% |
| 3M | -3.4% | +33.5% | -36.9% | -7.9% |
| 6M | +20.6% | +35.9% | -15.2% | +14.3% |
| YTD | +41.9% | +35.4% | +6.5% | +33.9% |
| 1Y | +84.4% | +9.8% | +74.6% | +79.2% |
| 3Y | +380.2% | -32.7% | +413.0% | +393.5% |
| All | +281.7% | -65.7% | +347.5% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling