+1,779.8%
TSM vs BR
+189.7%
+1,590.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -3.0% | +4.0% | +2.2% |
| 30D | +1.0% | -0.3% | +1.2% | +0.8% |
| 3M | +2.9% | +17.3% | -14.4% | -5.1% |
| 6M | +22.8% | -6.7% | +29.5% | +24.9% |
| YTD | +43.3% | -23.4% | +66.7% | +58.8% |
| 1Y | +69.2% | -32.7% | +101.9% | +99.2% |
| 3Y | +404.5% | -5.9% | +410.4% | +389.3% |
| 5Y | +282.2% | +8.4% | +273.8% | +235.0% |
| All | +1,779.8% | +189.7% | +1,590.1% | +898.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling