+79.6%
TSM vs HDB
-36.7%
+116.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.3% |
| 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% | +2.0% |
| 6M | +30.2% | -23.7% | +53.9% | +38.2% |
| YTD | +45.2% | -38.5% | +83.7% | +56.8% |
| 1Y | +79.6% | -36.5% | +116.0% | +94.0% |
| All | +79.6% | -36.7% | +116.2% | +94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling