+341.5%
TSM vs BE
+1,580.1%
-1,238.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.9% | -8.4% | +1.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -14.3% | -30.9% | +16.6% | -9.5% |
| 3M | -7.2% | -11.6% | +4.4% | -6.3% |
| 6M | -5.1% | -25.7% | +20.6% | -3.2% |
| YTD | +28.9% | +123.1% | -94.2% | +11.2% |
| 1Y | +37.1% | +43.4% | -6.3% | +23.6% |
| 3Y | +341.5% | +1,683.6% | -1,342.2% | +190.3% |
| All | +341.5% | +1,580.1% | -1,238.6% | +190.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling