+36.0%
TSM vs IT
-17.9%
+53.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.0% |
| 7D | -10.0% | -5.5% | -4.5% | -10.6% |
| 30D | -18.5% | +10.3% | -28.9% | -16.9% |
| 3M | -4.9% | +11.5% | -16.4% | -2.4% |
| 6M | -1.0% | +40.3% | -41.2% | +7.5% |
| YTD | +31.3% | -17.9% | +49.1% | +31.6% |
| 1Y | +36.0% | -8.8% | +44.8% | +38.8% |
| All | +36.0% | -17.9% | +53.9% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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