+1,641.8%
TSM vs COO
+40.2%
+1,601.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.6% |
| 7D | +4.4% | -2.3% | +6.8% | +5.3% |
| 30D | -7.0% | +13.3% | -20.3% | -11.2% |
| 3M | -1.8% | -18.1% | +16.3% | +4.2% |
| 6M | +2.7% | +6.7% | -4.0% | -2.2% |
| YTD | +37.1% | -23.2% | +60.3% | +47.9% |
| 1Y | +43.5% | -12.3% | +55.7% | +46.6% |
| 3Y | +341.5% | -23.6% | +365.1% | +355.9% |
| 5Y | +278.9% | -38.7% | +317.6% | +321.5% |
| 10Y | +1,641.8% | +42.2% | +1,599.6% | +1,292.0% |
| All | +1,641.8% | +40.2% | +1,601.6% | +1,292.0% |
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