+265.7%
TSM vs BG
+21.9%
+243.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -1.9% |
| 7D | +6.2% | +2.6% | +3.6% | +5.8% |
| 30D | -7.3% | -6.7% | -0.6% | -6.4% |
| 3M | -7.1% | -9.3% | +2.1% | -6.1% |
| 6M | +0.2% | -18.3% | +18.6% | +2.8% |
| YTD | +32.2% | +16.2% | +16.1% | +27.3% |
| 1Y | +42.8% | +7.6% | +35.2% | +39.1% |
| 3Y | +330.4% | +6.6% | +323.8% | +312.3% |
| All | +265.7% | +21.9% | +243.8% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling