+404.5%
TSM vs BBIO
+154.4%
+250.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.0% | -3.2% | +4.2% | +1.5% |
| 30D | +1.0% | -13.6% | +14.6% | +3.0% |
| 3M | +2.9% | +7.2% | -4.3% | +1.5% |
| 6M | +22.8% | +1.5% | +21.4% | +22.0% |
| YTD | +43.3% | -5.3% | +48.6% | +42.9% |
| 1Y | +69.2% | +37.7% | +31.5% | +59.4% |
| 3Y | +404.5% | +153.9% | +250.6% | +336.5% |
| All | +404.5% | +154.4% | +250.1% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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