+285.0%
TSM vs BG
+84.9%
+200.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +4.0% | +10.3% | -6.3% | +2.5% |
| 3M | +2.0% | -1.9% | +3.9% | +2.1% |
| 6M | +25.5% | +5.2% | +20.2% | +23.9% |
| YTD | +44.0% | +41.2% | +2.8% | +35.0% |
| 1Y | +75.4% | +50.5% | +24.9% | +61.9% |
| 3Y | +406.7% | +19.9% | +386.8% | +382.5% |
| 5Y | +285.0% | +86.7% | +198.3% | +217.3% |
| All | +285.0% | +84.9% | +200.1% | +217.3% |
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