+208.9%
TSM vs COMP
-56.6%
+265.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -8.2% | -2.6% | -9.7% |
| 7D | -18.2% | -1.8% | -16.4% | -18.0% |
| 30D | -26.8% | -0.8% | -26.0% | -26.9% |
| 3M | -14.5% | -28.1% | +13.7% | -11.1% |
| 6M | -10.0% | +27.0% | -37.0% | -13.8% |
| YTD | +17.1% | -12.8% | +29.9% | +16.5% |
| 1Y | +21.5% | +4.9% | +16.6% | +18.0% |
| 3Y | +300.4% | +321.0% | -20.6% | +211.5% |
| 5Y | +224.7% | -25.6% | +250.3% | +184.0% |
| All | +208.9% | -56.6% | +265.6% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling