+411.0%
TSM vs HON
+22.0%
+389.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | +6.0% | -0.8% | +6.9% | +6.4% |
| 30D | +4.5% | -15.2% | +19.7% | +11.1% |
| 3M | +3.1% | -6.0% | +9.1% | +4.6% |
| 6M | +30.2% | -14.9% | +45.1% | +37.5% |
| YTD | +45.2% | +3.2% | +42.1% | +41.7% |
| 1Y | +79.6% | 0.0% | +79.5% | +77.0% |
| 3Y | +411.0% | +21.5% | +389.5% | +326.7% |
| All | +411.0% | +22.0% | +389.0% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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