+246.9%
TSM vs COMP
-53.0%
+299.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +3.0% |
| 7D | -2.1% | +7.2% | -9.2% | -3.0% |
| 30D | -12.5% | +6.4% | -18.9% | -13.4% |
| 3M | -5.0% | -19.4% | +14.4% | -2.8% |
| 6M | -3.2% | +14.6% | -17.8% | -5.9% |
| YTD | +31.5% | -5.5% | +37.0% | +29.4% |
| 1Y | +35.7% | +13.7% | +22.0% | +30.3% |
| 3Y | +323.5% | +409.7% | -86.2% | +221.3% |
| 5Y | +263.4% | -17.0% | +280.4% | +213.5% |
| All | +246.9% | -53.0% | +299.9% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling