+277.6%
TSM vs BBY
-1.6%
+279.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +2.6% | +0.7% | +2.0% | +2.4% |
| 30D | +1.4% | +5.8% | -4.4% | -0.5% |
| 3M | +5.0% | +18.0% | -13.0% | -0.8% |
| 6M | +24.0% | +39.8% | -15.9% | +9.9% |
| YTD | +41.6% | +35.4% | +6.2% | +26.2% |
| 1Y | +66.2% | +21.4% | +44.8% | +53.4% |
| 3Y | +398.2% | +39.5% | +358.7% | +312.7% |
| 5Y | +277.6% | -0.5% | +278.1% | +233.5% |
| All | +277.6% | -1.6% | +279.2% | +233.5% |
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