+411.0%
TSM vs HL
+411.0%
0.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | +6.0% | +7.1% | -1.0% | +4.7% |
| 30D | +4.5% | +21.4% | -16.9% | +0.7% |
| 3M | +3.1% | +37.4% | -34.3% | -3.0% |
| 6M | +30.2% | +0.4% | +29.8% | +27.9% |
| YTD | +45.2% | +6.7% | +38.5% | +39.7% |
| 1Y | +79.6% | +102.4% | -22.8% | +55.3% |
| 3Y | +411.0% | +417.4% | -6.4% | +291.9% |
| All | +411.0% | +411.0% | 0.0% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling