+13,840.9%
TSM vs BKR
+231.2%
+13,609.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +4.8% | -1.5% | +6.3% | +5.2% |
| 30D | +4.0% | -0.7% | +4.7% | +4.2% |
| 3M | +2.0% | +0.5% | +1.5% | +1.6% |
| 6M | +25.5% | +6.6% | +18.9% | +22.8% |
| YTD | +44.0% | +41.3% | +2.7% | +30.7% |
| 1Y | +75.4% | +42.2% | +33.2% | +58.6% |
| 3Y | +406.7% | +83.4% | +323.3% | +323.5% |
| 5Y | +285.0% | +203.6% | +81.4% | +173.3% |
| 10Y | +1,815.4% | +139.9% | +1,675.4% | +1,208.1% |
| All | +13,840.9% | +231.2% | +13,609.7% | +7,973.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling