+407.0%
TSM vs BR
-5.1%
+412.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.8% | -5.0% | +9.8% | +5.0% |
| 30D | +4.0% | -2.5% | +6.5% | +4.1% |
| 3M | +2.0% | +13.5% | -11.5% | +1.0% |
| 6M | +25.5% | -9.4% | +34.9% | +29.6% |
| YTD | +44.0% | -23.3% | +67.3% | +56.2% |
| 1Y | +75.4% | -31.6% | +107.0% | +97.8% |
| All | +407.0% | -5.1% | +412.1% | +376.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling