+36.0%
TSM vs BIYA
-98.4%
+134.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -2.3% |
| 7D | -10.0% | -4.0% | -5.9% | -10.0% |
| 30D | -18.5% | -15.0% | -3.5% | -18.4% |
| 3M | -4.9% | -58.1% | +53.2% | -5.6% |
| 6M | -1.0% | -90.0% | +89.0% | -2.1% |
| YTD | +31.3% | -96.9% | +128.2% | +32.4% |
| 1Y | +36.0% | -98.2% | +134.2% | +36.8% |
| All | +36.0% | -98.4% | +134.4% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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