+79.6%
TSM vs GLW
+134.2%
-54.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.6% | -5.2% | -0.3% |
| 7D | +6.0% | +14.0% | -8.0% | +1.1% |
| 30D | +4.5% | +0.4% | +4.2% | +3.9% |
| 3M | +3.1% | -11.3% | +14.4% | +4.7% |
| 6M | +30.2% | +35.1% | -4.9% | +8.7% |
| YTD | +45.2% | +90.5% | -45.3% | 0.0% |
| 1Y | +79.6% | +132.0% | -52.5% | +5.3% |
| All | +79.6% | +134.2% | -54.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling