+1,779.8%
TSM vs BBY
+252.7%
+1,527.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.3% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +1.0% | +9.4% | -8.4% | -1.9% |
| 3M | +2.9% | +19.3% | -16.4% | -3.0% |
| 6M | +22.8% | +47.9% | -25.1% | +7.3% |
| YTD | +43.3% | +39.6% | +3.7% | +26.8% |
| 1Y | +69.2% | +22.2% | +47.0% | +55.8% |
| 3Y | +404.5% | +45.0% | +359.5% | +322.3% |
| 5Y | +282.2% | +2.6% | +279.6% | +246.4% |
| All | +1,779.8% | +252.7% | +1,527.1% | +1,297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling