+7,581.0%
TSM vs BUD
+201.1%
+7,379.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +0.3% | +2.5% | +2.6% |
| 30D | +3.6% | -5.7% | +9.3% | +5.7% |
| 3M | -3.4% | +3.1% | -6.5% | -5.0% |
| 6M | +20.6% | +7.9% | +12.7% | +16.2% |
| YTD | +41.9% | +27.3% | +14.5% | +28.1% |
| 1Y | +84.4% | +37.8% | +46.6% | +60.6% |
| 3Y | +380.2% | +49.8% | +330.4% | +293.5% |
| 5Y | +275.3% | +43.8% | +231.5% | +207.8% |
| 10Y | +1,751.4% | -22.6% | +1,774.0% | +1,754.3% |
| All | +7,581.0% | +201.1% | +7,379.9% | +3,667.9% |
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