+36.0%
TSM vs BKR
+5.7%
+30.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.6% |
| 7D | -10.0% | -8.8% | -1.2% | -7.6% |
| 30D | -18.5% | -13.1% | -5.4% | -15.3% |
| 3M | -4.9% | -18.9% | +14.0% | +0.6% |
| 6M | -1.0% | -27.2% | +26.3% | +8.3% |
| YTD | +31.3% | +10.7% | +20.6% | +31.1% |
| 1Y | +36.0% | +9.7% | +26.4% | +33.2% |
| All | +36.0% | +5.7% | +30.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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