+265.7%
TSM vs BR
+18.8%
+246.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +6.2% | +1.1% | +5.1% | +6.0% |
| 30D | -7.3% | +14.4% | -21.6% | -10.2% |
| 3M | -7.1% | +12.4% | -19.6% | -10.0% |
| 6M | +0.2% | +35.4% | -35.2% | -8.5% |
| YTD | +32.2% | -12.2% | +44.4% | +40.7% |
| 1Y | +42.8% | -12.7% | +55.5% | +52.2% |
| 3Y | +330.4% | +14.3% | +316.1% | +290.4% |
| All | +265.7% | +18.8% | +246.9% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling