+273.1%
TSM vs HD
+10.1%
+263.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.4% |
| 7D | +2.7% | -2.1% | +4.8% | +3.6% |
| 30D | +3.6% | -8.4% | +12.0% | +7.5% |
| 3M | -3.4% | +4.3% | -7.7% | -5.9% |
| 6M | +20.6% | -11.1% | +31.7% | +26.1% |
| YTD | +41.9% | -4.7% | +46.5% | +43.5% |
| 1Y | +84.4% | -19.8% | +104.2% | +101.3% |
| 3Y | +380.2% | +4.1% | +376.1% | +350.5% |
| All | +273.1% | +10.1% | +263.0% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling