+36.0%
TSM vs BUD
+38.4%
-2.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -1.9% |
| 7D | -10.0% | +3.3% | -13.3% | -9.6% |
| 30D | -18.5% | +11.8% | -30.4% | -18.2% |
| 3M | -4.9% | -1.1% | -3.8% | -4.3% |
| 6M | -1.0% | +14.9% | -15.8% | -2.0% |
| YTD | +31.3% | +32.6% | -1.3% | +34.9% |
| 1Y | +36.0% | +37.2% | -1.2% | +39.8% |
| All | +36.0% | +38.4% | -2.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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