+273.1%
TSM vs BB
-30.6%
+303.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -5.6% | +8.4% | +4.0% |
| 30D | +3.6% | -11.8% | +15.4% | +6.2% |
| 3M | -3.4% | -25.5% | +22.2% | +1.7% |
| 6M | +20.6% | +121.3% | -100.6% | -1.8% |
| YTD | +41.9% | +103.2% | -61.3% | +17.7% |
| 1Y | +84.4% | +102.6% | -18.3% | +51.9% |
| 3Y | +380.2% | +37.5% | +342.7% | +312.9% |
| All | +273.1% | -30.6% | +303.7% | +246.1% |
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