+337.7%
TSM vs HD
+30.7%
+307.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +14.8% | -0.5% | +15.3% | +15.0% |
| 30D | -8.9% | +18.5% | -27.4% | -13.8% |
| 3M | -5.3% | +2.2% | -7.4% | -5.7% |
| 6M | +2.6% | +13.8% | -11.3% | -2.7% |
| YTD | +34.5% | +3.4% | +31.1% | +32.2% |
| 1Y | +41.0% | -3.5% | +44.5% | +42.3% |
| All | +337.7% | +30.7% | +307.0% | +271.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling