+14,258.8%
TSM vs BB
+258.8%
+13,999.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -5.6% | +8.4% | +3.9% |
| 30D | +3.6% | -11.8% | +15.4% | +6.0% |
| 3M | -3.4% | -25.5% | +22.2% | +1.2% |
| 6M | +20.6% | +121.3% | -100.6% | +0.5% |
| YTD | +41.9% | +103.2% | -61.3% | +20.2% |
| 1Y | +84.4% | +102.6% | -18.3% | +55.3% |
| 3Y | +380.2% | +37.5% | +342.7% | +312.7% |
| 5Y | +275.3% | -30.4% | +305.8% | +255.0% |
| 10Y | +1,751.4% | 0.0% | +1,751.4% | +1,224.8% |
| All | +14,258.8% | +258.8% | +13,999.9% | +3,810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling