+273.1%
TSM vs HDB
-35.4%
+308.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +3.6% | -2.8% | +6.4% | +4.6% |
| 3M | -3.4% | -3.5% | +0.2% | -2.7% |
| 6M | +20.6% | -24.7% | +45.3% | +33.1% |
| YTD | +41.9% | -36.6% | +78.4% | +66.6% |
| 1Y | +84.4% | -34.4% | +118.7% | +113.1% |
| 3Y | +380.2% | -24.4% | +404.6% | +411.7% |
| All | +273.1% | -35.4% | +308.6% | +317.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling