+285.0%
TSM vs HL
+246.5%
+38.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +4.0% | +18.8% | -14.8% | +0.6% |
| 3M | +2.0% | +43.7% | -41.7% | -5.0% |
| 6M | +25.5% | -1.0% | +26.5% | +23.8% |
| YTD | +44.0% | +8.7% | +35.3% | +38.1% |
| 1Y | +75.4% | +105.0% | -29.6% | +49.7% |
| 3Y | +406.7% | +427.3% | -20.5% | +254.3% |
| 5Y | +285.0% | +249.3% | +35.7% | +172.7% |
| All | +285.0% | +246.5% | +38.5% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling