+265.7%
TSM vs COO
-40.4%
+306.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +6.2% | +0.5% | +5.7% | +6.1% |
| 30D | -7.3% | +14.2% | -21.4% | -10.9% |
| 3M | -7.1% | -18.2% | +11.1% | -2.1% |
| 6M | +0.2% | +5.3% | -5.1% | -3.7% |
| YTD | +32.2% | -23.6% | +55.8% | +42.3% |
| 1Y | +42.8% | -12.7% | +55.5% | +46.0% |
| 3Y | +330.4% | -24.2% | +354.6% | +339.2% |
| All | +265.7% | -40.4% | +306.1% | +304.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling