+1,502.2%
TSM vs COO
+40.7%
+1,461.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.7% |
| 7D | -2.5% | +4.3% | -6.8% | -4.0% |
| 30D | -14.3% | +17.6% | -31.9% | -19.2% |
| 3M | -7.2% | -13.9% | +6.6% | -3.3% |
| 6M | -5.1% | +6.6% | -11.7% | -9.5% |
| YTD | +28.9% | -22.0% | +50.9% | +38.4% |
| 1Y | +37.1% | -8.8% | +45.9% | +38.1% |
| 3Y | +341.5% | -21.5% | +362.9% | +351.5% |
| 5Y | +245.7% | -41.0% | +286.7% | +290.9% |
| 10Y | +1,502.2% | +40.9% | +1,461.4% | +1,194.3% |
| All | +1,502.2% | +40.7% | +1,461.5% | +1,194.3% |
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