+12,629.9%
TSM vs HD
+3,479.4%
+9,150.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | -2.1% | +5.2% | -7.3% | -4.7% |
| 30D | -12.5% | +20.7% | -33.3% | -21.0% |
| 3M | -5.0% | +0.8% | -5.8% | -6.5% |
| 6M | -3.2% | +12.2% | -15.4% | -10.2% |
| YTD | +31.5% | +4.2% | +27.3% | +26.2% |
| 1Y | +35.7% | -2.6% | +38.3% | +34.2% |
| 3Y | +323.5% | +30.0% | +293.5% | +255.7% |
| 5Y | +263.4% | +8.1% | +255.3% | +229.0% |
| 10Y | +1,598.5% | +247.2% | +1,351.3% | +723.0% |
| All | +12,629.9% | +3,479.4% | +9,150.5% | +694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling