+341.5%
TSM vs BB
+145.9%
+195.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.4% |
| 7D | -2.5% | +15.0% | -17.5% | -5.1% |
| 30D | -14.3% | +3.5% | -17.7% | -15.0% |
| 3M | -7.2% | +2.7% | -9.9% | -8.2% |
| 6M | -5.1% | +44.7% | -49.9% | -12.9% |
| YTD | +28.9% | +143.3% | -114.4% | +6.1% |
| 1Y | +37.1% | +102.2% | -65.1% | +16.7% |
| 3Y | +341.5% | +156.1% | +185.4% | +235.0% |
| All | +341.5% | +145.9% | +195.6% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling