+1,815.4%
TSM vs BB
+2.1%
+1,813.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +4.8% | +1.8% | +2.9% | +4.5% |
| 30D | +4.0% | -12.2% | +16.3% | +6.2% |
| 3M | +2.0% | -12.3% | +14.3% | +3.3% |
| 6M | +25.5% | +122.7% | -97.2% | +7.4% |
| YTD | +44.0% | +104.5% | -60.5% | +25.1% |
| 1Y | +75.4% | +106.7% | -31.2% | +51.4% |
| 3Y | +406.7% | +70.0% | +336.8% | +332.6% |
| 5Y | +285.0% | -27.8% | +312.8% | +259.9% |
| 10Y | +1,815.4% | +2.4% | +1,813.0% | +1,291.3% |
| All | +1,815.4% | +2.1% | +1,813.3% | +1,291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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