+236.4%
TSM vs COMP
-17.6%
+254.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.2% |
| 1Y | +31.2% | +19.7% | +11.5% | +25.1% |
| 3Y | +322.0% | +381.6% | -59.6% | +220.7% |
| All | +236.4% | -17.6% | +254.0% | +189.8% |
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