+1,707.0%
TSM vs HBM
+291.1%
+1,415.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +4.4% | -1.3% | +5.7% | +4.8% |
| 30D | -7.0% | -14.8% | +7.9% | -3.5% |
| 3M | -1.8% | -20.7% | +18.9% | +3.3% |
| 6M | +2.7% | -13.9% | +16.6% | +5.2% |
| YTD | +37.1% | +10.6% | +26.5% | +31.6% |
| 1Y | +43.5% | +32.4% | +11.1% | +32.2% |
| 3Y | +341.5% | +432.0% | -90.5% | +195.4% |
| 5Y | +278.9% | +205.5% | +73.4% | +169.6% |
| All | +1,707.0% | +291.1% | +1,415.9% | +978.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling