+248.9%
TSM vs COMP
-52.0%
+300.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +6.2% | 0.0% | +6.2% | +6.1% |
| 30D | -7.3% | +16.6% | -23.8% | -9.3% |
| 3M | -7.1% | -23.5% | +16.4% | -4.3% |
| 6M | +0.2% | +25.7% | -25.5% | -3.7% |
| YTD | +32.2% | -3.4% | +35.6% | +29.8% |
| 1Y | +42.8% | +7.6% | +35.2% | +38.1% |
| 3Y | +330.4% | +423.6% | -93.2% | +225.4% |
| 5Y | +263.9% | -10.6% | +274.5% | +211.6% |
| All | +248.9% | -52.0% | +300.8% | +213.1% |
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