+12,702.2%
TSM vs BBY
+7,191.2%
+5,511.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +6.2% | +4.5% | +1.7% | +4.9% |
| 30D | -7.3% | +16.8% | -24.1% | -11.7% |
| 3M | -7.1% | +23.2% | -30.3% | -13.3% |
| 6M | +0.2% | +91.9% | -91.7% | -18.6% |
| YTD | +32.2% | +61.6% | -29.4% | +11.7% |
| 1Y | +42.8% | +43.9% | -1.1% | +24.7% |
| 3Y | +330.4% | +88.6% | +241.8% | +236.0% |
| 5Y | +263.9% | -3.1% | +267.0% | +237.7% |
| 10Y | +1,580.2% | +290.2% | +1,290.0% | +875.5% |
| All | +12,702.2% | +7,191.2% | +5,511.0% | +1,112.5% |
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 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