+76.9%
TSM vs BB
+103.9%
-27.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.0% |
| 7D | +6.0% | +0.5% | +5.5% | +5.9% |
| 30D | +4.5% | -12.4% | +16.9% | +6.6% |
| 3M | +3.1% | -15.3% | +18.4% | +5.5% |
| 6M | +30.2% | +128.8% | -98.6% | +11.5% |
| YTD | +45.2% | +107.7% | -62.4% | +27.2% |
| All | +76.9% | +103.9% | -27.0% | +64.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling