+236.4%
TSM vs IT
-43.2%
+279.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.4% | +6.9% |
| 7D | -7.6% | -16.9% | +9.4% | -5.1% |
| 30D | -20.5% | +2.3% | -22.8% | -21.4% |
| 3M | -10.0% | +2.9% | -12.8% | -11.7% |
| 6M | -10.1% | +25.9% | -35.9% | -17.1% |
| YTD | +24.5% | -24.6% | +49.2% | +33.7% |
| 1Y | +31.2% | -16.0% | +47.2% | +34.4% |
| 3Y | +322.0% | -51.6% | +373.6% | +433.9% |
| All | +236.4% | -43.2% | +279.5% | +270.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling