+11,954.4%
TSM vs COO
+1,330.8%
+10,623.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.8% |
| 7D | -7.6% | +4.7% | -12.3% | -8.7% |
| 30D | -20.5% | +13.9% | -34.4% | -23.3% |
| 3M | -10.0% | -14.9% | +5.0% | -7.0% |
| 6M | -10.1% | +2.0% | -12.1% | -11.9% |
| YTD | +24.5% | -23.9% | +48.4% | +31.5% |
| 1Y | +31.2% | -9.6% | +40.8% | +32.2% |
| 3Y | +322.0% | -25.4% | +347.4% | +338.0% |
| 5Y | +245.3% | -41.2% | +286.4% | +277.7% |
| 10Y | +1,465.8% | +42.1% | +1,423.8% | +1,268.5% |
| All | +11,954.4% | +1,330.8% | +10,623.6% | +6,034.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling