+373.1%
TSM vs COO
-23.4%
+396.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.1% |
| 7D | +2.7% | -2.2% | +4.9% | +3.1% |
| 30D | +3.6% | -7.0% | +10.6% | +4.9% |
| 3M | -3.4% | +12.2% | -15.6% | -6.4% |
| 6M | +20.6% | -15.1% | +35.7% | +25.0% |
| YTD | +41.9% | -15.1% | +57.0% | +47.0% |
| 1Y | +84.4% | +2.3% | +82.0% | +82.0% |
| All | +373.1% | -23.4% | +396.5% | +360.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling