+41.0%
TSM vs BEN
+64.2%
-23.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | +14.8% | +11.3% | +3.5% | +8.9% |
| 30D | -8.9% | +15.0% | -23.9% | -14.5% |
| 3M | -5.3% | +7.8% | -13.1% | -8.6% |
| 6M | +2.6% | +15.5% | -12.9% | -4.1% |
| YTD | +34.5% | +55.4% | -20.9% | +9.8% |
| 1Y | +41.0% | +63.3% | -22.3% | +12.7% |
| All | +41.0% | +64.2% | -23.2% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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