+7,880.6%
TSM vs HDB
+4,142.9%
+3,737.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.7% |
| 7D | -7.6% | +13.3% | -20.9% | -12.0% |
| 30D | -20.5% | +13.6% | -34.0% | -24.6% |
| 3M | -10.0% | +5.8% | -15.7% | -12.6% |
| 6M | -10.1% | -1.9% | -8.1% | -10.6% |
| YTD | +24.5% | -31.2% | +55.7% | +41.2% |
| 1Y | +31.2% | -29.6% | +60.7% | +47.3% |
| 3Y | +322.0% | -10.1% | +332.1% | +322.6% |
| 5Y | +245.3% | -24.3% | +269.6% | +264.0% |
| 10Y | +1,465.8% | +59.3% | +1,406.5% | +1,057.9% |
| All | +7,880.6% | +4,142.9% | +3,737.7% | +1,434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling