+6,641.5%
TSM vs BUD
+214.6%
+6,426.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.8% |
| 7D | -7.6% | +4.5% | -12.0% | -9.3% |
| 30D | -20.5% | +12.5% | -33.0% | -24.3% |
| 3M | -10.0% | 0.0% | -10.0% | -10.7% |
| 6M | -10.1% | +3.8% | -13.8% | -12.4% |
| YTD | +24.5% | +33.1% | -8.5% | +9.8% |
| 1Y | +31.2% | +35.5% | -4.3% | +14.6% |
| 3Y | +322.0% | +49.4% | +272.6% | +245.2% |
| 5Y | +245.3% | +48.0% | +197.2% | +179.2% |
| 10Y | +1,465.8% | -8.6% | +1,474.4% | +1,347.4% |
| All | +6,641.5% | +214.6% | +6,426.8% | +3,130.4% |
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