+245.7%
TSM vs BB
-18.0%
+263.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.3% |
| 7D | -2.5% | +15.0% | -17.5% | -5.5% |
| 30D | -14.3% | +3.5% | -17.7% | -15.1% |
| 3M | -7.2% | +2.7% | -9.9% | -8.4% |
| 6M | -5.1% | +44.7% | -49.9% | -14.7% |
| YTD | +28.9% | +143.3% | -114.4% | +1.9% |
| 1Y | +37.1% | +102.2% | -65.1% | +12.7% |
| 3Y | +341.5% | +156.1% | +185.4% | +225.1% |
| 5Y | +245.7% | -17.6% | +263.3% | +219.4% |
| All | +245.7% | -18.0% | +263.7% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling