+330.4%
TSM vs COO
-24.0%
+354.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +6.2% | +0.5% | +5.7% | +6.1% |
| 30D | -7.3% | +14.2% | -21.4% | -9.3% |
| 3M | -7.1% | -18.2% | +11.1% | -4.1% |
| 6M | +0.2% | +5.3% | -5.1% | -2.4% |
| YTD | +32.2% | -23.6% | +55.8% | +39.2% |
| 1Y | +42.8% | -12.7% | +55.5% | +45.5% |
| 3Y | +330.4% | -24.2% | +354.6% | +332.2% |
| All | +330.4% | -24.0% | +354.4% | +332.2% |
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 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