-10.1%
TSM vs BUD
+5.3%
-15.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +5.6% |
| 7D | -7.6% | +4.5% | -12.0% | -5.8% |
| 30D | -20.5% | +12.5% | -33.0% | -17.5% |
| 3M | -10.0% | 0.0% | -10.0% | -9.0% |
| 6M | -10.1% | +3.8% | -13.8% | -7.7% |
| All | -10.1% | +5.3% | -15.3% | -7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling