+284.1%
TSM vs BDX
-1.6%
+285.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +4.8% | -3.6% | +8.3% | +5.2% |
| 30D | +4.0% | +0.7% | +3.4% | +3.9% |
| 3M | +2.0% | +19.0% | -17.0% | -0.8% |
| 6M | +25.5% | +10.8% | +14.7% | +23.6% |
| YTD | +44.0% | +20.1% | +23.9% | +40.0% |
| 1Y | +75.4% | +23.1% | +52.4% | +69.7% |
| 3Y | +406.7% | -8.8% | +415.6% | +405.1% |
| All | +284.1% | -1.6% | +285.7% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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