+7,424.7%
TSM vs BG
+1,131.5%
+6,293.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.2% |
| 7D | +2.7% | +2.8% | -0.1% | +1.9% |
| 30D | +3.6% | +12.0% | -8.4% | +0.2% |
| 3M | -3.4% | -7.7% | +4.3% | -1.7% |
| 6M | +20.6% | +4.5% | +16.1% | +17.9% |
| YTD | +41.9% | +35.7% | +6.2% | +28.7% |
| 1Y | +84.4% | +50.1% | +34.3% | +61.5% |
| 3Y | +380.2% | +12.6% | +367.6% | +346.3% |
| 5Y | +275.3% | +75.4% | +199.9% | +198.7% |
| 10Y | +1,751.4% | +150.5% | +1,600.9% | +1,143.5% |
| All | +7,424.7% | +1,131.5% | +6,293.2% | +2,690.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling