+33.0%
TSM vs BUD
+37.1%
-4.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.7% |
| 7D | -2.5% | +1.3% | -3.8% | -2.3% |
| 30D | -14.3% | +10.0% | -24.3% | -13.8% |
| 3M | -7.2% | +1.6% | -8.8% | -6.4% |
| 6M | -5.1% | +6.5% | -11.6% | -4.8% |
| YTD | +28.9% | +34.8% | -6.0% | +32.6% |
| All | +33.0% | +37.1% | -4.1% | +35.6% |
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