+116.2%
TSM vs BIYA
-99.9%
+216.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.3% |
| 7D | -7.6% | -10.5% | +2.9% | -7.6% |
| 30D | -20.5% | -51.7% | +31.2% | -20.8% |
| 3M | -10.0% | -60.8% | +50.8% | -10.3% |
| 6M | -10.1% | -90.6% | +80.5% | -10.6% |
| YTD | +24.5% | -97.1% | +121.6% | +25.9% |
| 1Y | +31.2% | -99.1% | +130.2% | +34.7% |
| All | +116.2% | -99.9% | +216.0% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling