+273.1%
TSM vs BUD
+46.3%
+226.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +0.3% | +2.5% | +2.7% |
| 30D | +3.6% | -5.7% | +9.3% | +5.1% |
| 3M | -3.4% | +3.1% | -6.5% | -4.6% |
| 6M | +20.6% | +7.9% | +12.7% | +17.3% |
| YTD | +41.9% | +27.3% | +14.5% | +31.5% |
| 1Y | +84.4% | +37.8% | +46.6% | +66.2% |
| 3Y | +380.2% | +49.8% | +330.4% | +307.6% |
| All | +273.1% | +46.3% | +226.8% | +217.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling