+1,161.7%
TSM vs BE
+1,382.5%
-220.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.6% | -7.3% | +1.1% |
| 7D | +6.0% | +29.8% | -23.7% | +2.5% |
| 30D | +4.5% | +26.4% | -21.9% | +1.2% |
| 3M | +3.1% | +9.3% | -6.2% | +0.6% |
| 6M | +30.2% | +105.1% | -74.8% | +16.4% |
| YTD | +45.2% | +219.0% | -173.8% | +22.2% |
| 1Y | +79.6% | +418.8% | -339.2% | +40.1% |
| 3Y | +411.0% | +1,784.6% | -1,373.6% | +224.3% |
| 5Y | +290.7% | +1,251.0% | -960.3% | +147.6% |
| All | +1,161.7% | +1,382.5% | -220.8% | +609.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 10y: compounded portfolio wealth divided by compounded BE 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…
10y analysis · Full analysis span regression · 6 months rolling