+1,779.8%
TSM vs INFY
+80.1%
+1,699.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INFY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.7% |
| 7D | +1.0% | -5.4% | +6.4% | +3.0% |
| 30D | +1.0% | -9.9% | +10.8% | +4.5% |
| 3M | +2.9% | -4.6% | +7.5% | +2.3% |
| 6M | +22.8% | -18.5% | +41.3% | +29.3% |
| YTD | +43.3% | -36.5% | +79.8% | +66.3% |
| 1Y | +69.2% | -32.8% | +101.9% | +89.6% |
| 3Y | +404.5% | -32.2% | +436.7% | +455.0% |
| 5Y | +282.2% | -44.7% | +326.9% | +354.7% |
| All | +1,779.8% | +80.1% | +1,699.7% | +1,268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INFY.
Daily Out/Under-Performance
Portfolio return minus INFY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFY 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 10y: compounded portfolio wealth divided by compounded INFY 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…
10y analysis · Full analysis span regression · 6 months rolling