+1,641.8%
TSM vs HD
+247.4%
+1,394.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +4.4% | -1.2% | +5.6% | +5.1% |
| 30D | -7.0% | +20.9% | -27.9% | -15.7% |
| 3M | -1.8% | -0.2% | -1.6% | -2.6% |
| 6M | +2.7% | +14.5% | -11.8% | -5.5% |
| YTD | +37.1% | +4.3% | +32.8% | +31.9% |
| 1Y | +43.5% | -3.5% | +46.9% | +43.1% |
| 3Y | +341.5% | +30.1% | +311.4% | +267.4% |
| 5Y | +278.9% | +8.5% | +270.4% | +241.1% |
| 10Y | +1,641.8% | +245.3% | +1,396.5% | +828.7% |
| All | +1,641.8% | +247.4% | +1,394.4% | +828.7% |
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