+36.0%
TSM vs BR
-14.2%
+50.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -1.2% |
| 7D | -10.0% | +7.0% | -16.9% | -7.9% |
| 30D | -18.5% | +19.0% | -37.5% | -13.8% |
| 3M | -4.9% | +13.1% | -18.0% | -0.6% |
| 6M | -1.0% | +24.6% | -25.6% | +8.0% |
| YTD | +31.3% | -13.6% | +44.9% | +37.1% |
| 1Y | +36.0% | -13.1% | +49.1% | +41.1% |
| All | +36.0% | -14.2% | +50.3% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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