+13,634.3%
TSM vs HD
+3,174.0%
+10,460.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +1.9% | +2.4% |
| 7D | +2.7% | -2.1% | +4.8% | +3.8% |
| 30D | +3.6% | -8.4% | +12.0% | +8.1% |
| 3M | -3.4% | +4.3% | -7.7% | -6.1% |
| 6M | +20.6% | -11.1% | +31.7% | +26.9% |
| YTD | +41.9% | -4.7% | +46.5% | +43.8% |
| 1Y | +84.4% | -19.8% | +104.2% | +102.6% |
| 3Y | +380.2% | +4.1% | +376.1% | +355.6% |
| 5Y | +275.3% | +10.3% | +265.0% | +239.2% |
| 10Y | +1,751.4% | +203.2% | +1,548.2% | +868.3% |
| All | +13,634.3% | +3,174.0% | +10,460.3% | +804.6% |
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