+75.4%
TSM vs BE
+398.7%
-323.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.3% |
| 7D | +4.8% | +23.9% | -19.2% | +0.5% |
| 30D | +4.0% | +27.8% | -23.8% | -1.0% |
| 3M | +2.0% | +3.7% | -1.7% | -0.8% |
| 6M | +25.5% | +78.0% | -52.5% | +9.4% |
| YTD | +44.0% | +209.9% | -165.9% | +14.2% |
| 1Y | +75.4% | +389.6% | -314.2% | +33.3% |
| All | +75.4% | +398.7% | -323.2% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling