+322.0%
TSM vs COMP
+353.8%
-31.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.7% | -4.4% | +4.9% |
| 7D | -7.6% | +13.4% | -21.0% | -9.1% |
| 30D | -20.5% | +11.1% | -31.6% | -21.7% |
| 3M | -10.0% | -18.8% | +8.9% | -7.9% |
| 6M | -10.1% | +10.5% | -20.6% | -12.1% |
| YTD | +24.5% | -3.4% | +27.9% | +21.5% |
| 1Y | +31.2% | +19.7% | +11.5% | +24.9% |
| 3Y | +322.0% | +381.6% | -59.6% | +234.4% |
| All | +322.0% | +353.8% | -31.8% | +234.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling