+273.1%
TSM vs COO
-38.8%
+311.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +3.3% |
| 7D | +2.7% | -2.2% | +4.9% | +3.4% |
| 30D | +3.6% | -7.0% | +10.6% | +5.8% |
| 3M | -3.4% | +12.2% | -15.6% | -7.9% |
| 6M | +20.6% | -15.1% | +35.7% | +26.7% |
| YTD | +41.9% | -15.1% | +57.0% | +48.9% |
| 1Y | +84.4% | +2.3% | +82.0% | +79.9% |
| 3Y | +380.2% | -23.7% | +403.9% | +401.6% |
| All | +273.1% | -38.8% | +311.9% | +305.8% |
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