+1,643.1%
TSM vs IT
+90.0%
+1,553.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +6.2% | +1.1% | +5.1% | +6.0% |
| 30D | -7.3% | -1.8% | -5.4% | -7.7% |
| 3M | -7.1% | +4.8% | -12.0% | -9.8% |
| 6M | +0.2% | +33.0% | -32.8% | -11.2% |
| YTD | +32.2% | -23.8% | +56.1% | +37.6% |
| 1Y | +42.8% | -16.5% | +59.3% | +43.3% |
| 3Y | +330.4% | -53.6% | +384.0% | +425.1% |
| 5Y | +263.9% | -42.1% | +306.1% | +299.1% |
| All | +1,643.1% | +90.0% | +1,553.1% | +1,163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling