+407.0%
TSM vs BBY
+38.4%
+368.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.5% |
| 7D | +4.8% | +1.2% | +3.6% | +4.5% |
| 30D | +4.0% | +6.8% | -2.8% | +2.4% |
| 3M | +2.0% | +18.7% | -16.8% | -2.3% |
| 6M | +25.5% | +37.3% | -11.8% | +15.2% |
| YTD | +44.0% | +35.3% | +8.7% | +32.2% |
| 1Y | +75.4% | +20.7% | +54.8% | +66.1% |
| All | +407.0% | +38.4% | +368.6% | +335.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling