+13,634.3%
TSM vs BAX
+198.6%
+13,435.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.6% |
| 7D | +2.7% | -1.1% | +3.9% | +3.1% |
| 30D | +3.6% | -5.5% | +9.1% | +5.1% |
| 3M | -3.4% | +33.5% | -36.9% | -11.9% |
| 6M | +20.6% | +35.9% | -15.2% | +9.1% |
| YTD | +41.9% | +35.4% | +6.5% | +27.3% |
| 1Y | +84.4% | +9.8% | +74.6% | +74.4% |
| 3Y | +380.2% | -32.7% | +413.0% | +408.2% |
| 5Y | +275.3% | -65.6% | +340.9% | +379.8% |
| 10Y | +1,751.4% | -34.9% | +1,786.3% | +1,791.5% |
| All | +13,634.3% | +198.6% | +13,435.7% | +7,354.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling