+1,815.4%
TSM vs IT
+88.4%
+1,726.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +4.8% | -9.1% | +13.9% | +7.0% |
| 30D | +4.0% | -12.2% | +16.2% | +6.9% |
| 3M | +2.0% | +7.8% | -5.8% | -2.5% |
| 6M | +25.5% | +2.0% | +23.5% | +20.5% |
| YTD | +44.0% | -32.7% | +76.7% | +56.4% |
| 1Y | +75.4% | -31.1% | +106.5% | +87.0% |
| 3Y | +406.7% | -52.1% | +458.8% | +504.2% |
| 5Y | +285.0% | -46.3% | +331.3% | +332.8% |
| 10Y | +1,815.4% | +91.4% | +1,724.0% | +1,356.7% |
| All | +1,815.4% | +88.4% | +1,726.9% | +1,356.7% |
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