+265.7%
TSM vs BBY
-3.9%
+269.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +6.2% | +4.5% | +1.7% | +5.0% |
| 30D | -7.3% | +16.8% | -24.1% | -11.4% |
| 3M | -7.1% | +23.2% | -30.3% | -13.0% |
| 6M | +0.2% | +91.9% | -91.7% | -18.9% |
| YTD | +32.2% | +61.6% | -29.4% | +11.8% |
| 1Y | +42.8% | +43.9% | -1.1% | +25.4% |
| 3Y | +330.4% | +88.6% | +241.8% | +221.6% |
| All | +265.7% | -3.9% | +269.6% | +223.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling