+1,709.2%
TSM vs COO
+48.2%
+1,661.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.4% |
| 7D | +2.7% | -2.2% | +4.9% | +3.5% |
| 30D | +3.6% | -7.0% | +10.6% | +6.1% |
| 3M | -3.4% | +12.2% | -15.6% | -8.5% |
| 6M | +20.6% | -15.1% | +35.7% | +27.1% |
| YTD | +41.9% | -15.1% | +57.0% | +49.3% |
| 1Y | +84.4% | +2.3% | +82.0% | +79.2% |
| 3Y | +380.2% | -23.7% | +403.9% | +404.7% |
| 5Y | +275.3% | -38.9% | +314.3% | +324.7% |
| All | +1,709.2% | +48.2% | +1,661.0% | +1,313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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