+330.4%
TSM vs BUD
+49.6%
+280.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.7% |
| 7D | +6.2% | +1.0% | +5.2% | +6.2% |
| 30D | -7.3% | +6.7% | -14.0% | -7.5% |
| 3M | -7.1% | +5.7% | -12.8% | -7.3% |
| 6M | +0.2% | +5.8% | -5.6% | -0.1% |
| YTD | +32.2% | +34.4% | -2.2% | +29.1% |
| 1Y | +42.8% | +33.3% | +9.5% | +39.5% |
| 3Y | +330.4% | +48.8% | +281.6% | +307.0% |
| All | +330.4% | +49.6% | +280.8% | +307.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling