+36.0%
TSM vs HD
-3.1%
+39.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | -2.8% |
| 7D | -10.0% | +11.9% | -21.9% | -11.2% |
| 30D | -18.5% | +26.4% | -45.0% | -21.7% |
| 3M | -4.9% | +2.8% | -7.7% | -3.9% |
| 6M | -1.0% | +15.5% | -16.4% | -4.0% |
| YTD | +31.3% | +5.5% | +25.7% | +31.8% |
| 1Y | +36.0% | -4.6% | +40.6% | +36.6% |
| All | +36.0% | -3.1% | +39.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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