+36.0%
TSM vs HL
+22.6%
+13.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +13.2% | -15.4% | -4.7% |
| 7D | -10.0% | +0.2% | -10.2% | -10.1% |
| 30D | -18.5% | -12.1% | -6.4% | -16.7% |
| 3M | -4.9% | -2.8% | -2.0% | -5.3% |
| 6M | -1.0% | -14.9% | +14.0% | -0.2% |
| YTD | +31.3% | -22.0% | +53.3% | +33.2% |
| 1Y | +36.0% | +25.0% | +11.0% | +27.8% |
| All | +36.0% | +22.6% | +13.5% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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