+31.2%
TSM vs COO
-9.4%
+40.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.3% |
| 7D | -7.6% | +4.7% | -12.3% | -7.4% |
| 30D | -20.5% | +13.9% | -34.4% | -20.3% |
| 3M | -10.0% | -14.9% | +5.0% | -9.9% |
| 6M | -10.1% | +2.0% | -12.1% | -11.7% |
| YTD | +24.5% | -23.9% | +48.4% | +31.0% |
| 1Y | +31.2% | -9.6% | +40.8% | +38.2% |
| All | +31.2% | -9.4% | +40.5% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling