+1,502.2%
TSM vs HD
+272.9%
+1,229.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.1% |
| 7D | -2.5% | +3.6% | -6.1% | -4.3% |
| 30D | -14.3% | +21.6% | -35.8% | -22.5% |
| 3M | -7.2% | +0.1% | -7.3% | -8.1% |
| 6M | -5.1% | +13.0% | -18.1% | -12.0% |
| YTD | +28.9% | +4.9% | +23.9% | +23.7% |
| 1Y | +37.1% | -2.1% | +39.1% | +35.7% |
| 3Y | +341.5% | +32.6% | +308.9% | +264.3% |
| 5Y | +245.7% | +8.2% | +237.5% | +211.9% |
| 10Y | +1,502.2% | +257.9% | +1,244.3% | +793.5% |
| All | +1,502.2% | +272.9% | +1,229.3% | +793.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling