+275.6%
TSM vs BKR
+174.4%
+101.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | +0.2% |
| 7D | +2.6% | -6.7% | +9.3% | +4.6% |
| 30D | +1.4% | -8.3% | +9.8% | +3.8% |
| 3M | +5.0% | -5.4% | +10.4% | +6.3% |
| 6M | +24.0% | +0.8% | +23.2% | +23.0% |
| YTD | +41.6% | +31.8% | +9.7% | +30.1% |
| 1Y | +66.2% | +28.6% | +37.6% | +53.4% |
| 3Y | +398.2% | +71.2% | +327.0% | +324.9% |
| All | +275.6% | +174.4% | +101.2% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling