+7,322.2%
TSM vs BUD
+215.1%
+7,107.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.5% | +5.1% |
| 7D | +4.4% | +0.5% | +4.0% | +4.1% |
| 30D | -7.0% | +7.4% | -14.4% | -9.9% |
| 3M | -1.8% | +4.3% | -6.1% | -4.1% |
| 6M | +2.7% | +5.3% | -2.6% | -0.6% |
| YTD | +37.1% | +33.2% | +3.8% | +20.8% |
| 1Y | +43.5% | +31.8% | +11.7% | +26.7% |
| 3Y | +341.5% | +47.8% | +293.7% | +262.8% |
| 5Y | +278.9% | +50.2% | +228.7% | +204.6% |
| 10Y | +1,641.8% | -4.8% | +1,646.6% | +1,478.9% |
| All | +7,322.2% | +215.1% | +7,107.1% | +3,453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling