+280.2%
TSM vs BNY
+256.6%
+23.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -1.3% | +2.3% | +1.7% |
| 30D | +1.0% | -0.2% | +1.1% | +0.9% |
| 3M | +2.9% | +14.9% | -12.0% | -4.8% |
| 6M | +22.8% | +40.0% | -17.2% | +2.2% |
| YTD | +43.3% | +42.0% | +1.3% | +17.8% |
| 1Y | +69.2% | +56.9% | +12.3% | +31.7% |
| 3Y | +404.5% | +289.9% | +114.6% | +142.3% |
| All | +280.2% | +256.6% | +23.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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