+330.4%
TSM vs HDB
-7.5%
+337.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.1% | -1.8% |
| 7D | +6.2% | +2.7% | +3.5% | +5.6% |
| 30D | -7.3% | +14.1% | -21.4% | -10.3% |
| 3M | -7.1% | +11.8% | -18.9% | -9.8% |
| 6M | +0.2% | +8.2% | -7.9% | -2.3% |
| YTD | +32.2% | -29.3% | +61.6% | +42.2% |
| 1Y | +42.8% | -28.8% | +71.6% | +53.1% |
| 3Y | +330.4% | -7.5% | +337.9% | +331.8% |
| All | +330.4% | -7.5% | +337.9% | +331.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling