+1,757.1%
TSM vs BG
+171.4%
+1,585.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +2.6% | +3.7% | -1.1% | +1.8% |
| 30D | +1.4% | +12.3% | -10.9% | -1.4% |
| 3M | +5.0% | -2.2% | +7.2% | +5.1% |
| 6M | +24.0% | +5.3% | +18.6% | +21.5% |
| YTD | +41.6% | +42.4% | -0.8% | +28.7% |
| 1Y | +66.2% | +55.2% | +11.0% | +47.0% |
| 3Y | +398.2% | +21.0% | +377.3% | +361.1% |
| 5Y | +277.6% | +87.1% | +190.5% | +200.2% |
| All | +1,757.1% | +171.4% | +1,585.7% | +1,150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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