+13,634.3%
TSM vs BBY
+6,158.7%
+7,475.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.9% |
| 7D | +2.7% | +9.5% | -6.8% | 0.0% |
| 30D | +3.6% | +6.8% | -3.2% | +1.3% |
| 3M | -3.4% | +28.9% | -32.2% | -10.9% |
| 6M | +20.6% | +37.8% | -17.2% | +7.9% |
| YTD | +41.9% | +38.7% | +3.1% | +26.1% |
| 1Y | +84.4% | +23.7% | +60.7% | +69.2% |
| 3Y | +380.2% | +39.1% | +341.1% | +312.2% |
| 5Y | +275.3% | -0.4% | +275.7% | +247.3% |
| 10Y | +1,751.4% | +234.0% | +1,517.4% | +1,029.8% |
| All | +13,634.3% | +6,158.7% | +7,475.7% | +1,268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling