+1,410.4%
TSM vs HD
+257.8%
+1,152.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +7.2% |
| 7D | -7.6% | +4.3% | -11.9% | -9.7% |
| 30D | -20.5% | +20.2% | -40.7% | -27.8% |
| 3M | -10.0% | -1.0% | -9.0% | -10.4% |
| 6M | -10.1% | +7.9% | -18.0% | -14.7% |
| YTD | +24.5% | +2.0% | +22.5% | +21.1% |
| 1Y | +31.2% | -4.3% | +35.5% | +31.2% |
| 3Y | +322.0% | +25.9% | +296.0% | +257.2% |
| 5Y | +245.3% | +5.8% | +239.4% | +214.7% |
| All | +1,410.4% | +257.8% | +1,152.6% | +777.0% |
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