+13,208.7%
TSM vs BB
+325.9%
+12,882.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -2.1% | +11.6% | -13.7% | -4.1% |
| 30D | -12.5% | +2.6% | -15.1% | -13.1% |
| 3M | -5.0% | +3.5% | -8.5% | -6.2% |
| 6M | -3.2% | +43.5% | -46.7% | -11.8% |
| YTD | +31.5% | +141.2% | -109.7% | +7.2% |
| 1Y | +35.7% | +97.4% | -61.7% | +14.7% |
| 3Y | +323.5% | +151.1% | +172.4% | +224.6% |
| 5Y | +263.4% | -12.8% | +276.2% | +229.1% |
| 10Y | +1,598.5% | +27.5% | +1,571.0% | +1,053.4% |
| All | +13,208.7% | +325.9% | +12,882.8% | +3,388.2% |
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