+1,753.6%
TSM vs HDB
+34.0%
+1,719.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.4% |
| 7D | +6.0% | -2.0% | +8.1% | +6.7% |
| 30D | +4.5% | -4.9% | +9.4% | +6.1% |
| 3M | +3.1% | -2.3% | +5.4% | +3.3% |
| 6M | +30.2% | -23.7% | +53.9% | +41.9% |
| YTD | +45.2% | -38.5% | +83.7% | +70.0% |
| 1Y | +79.6% | -36.5% | +116.0% | +107.5% |
| 3Y | +411.0% | -28.5% | +439.4% | +455.8% |
| 5Y | +290.7% | -37.4% | +328.1% | +336.8% |
| 10Y | +1,753.6% | +34.0% | +1,719.6% | +1,551.2% |
| All | +1,753.6% | +34.0% | +1,719.6% | +1,551.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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