+273.1%
TSM vs COMP
-31.2%
+304.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.8% |
| 7D | +2.7% | +1.4% | +1.4% | +2.5% |
| 30D | +3.6% | -13.3% | +16.9% | +5.4% |
| 3M | -3.4% | +41.1% | -44.5% | -8.1% |
| 6M | +20.6% | +17.2% | +3.4% | +16.6% |
| YTD | +41.9% | +5.2% | +36.7% | +38.1% |
| 1Y | +84.4% | +18.9% | +65.4% | +75.7% |
| 3Y | +380.2% | +215.9% | +164.3% | +286.1% |
| All | +273.1% | -31.2% | +304.3% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling