+290.7%
TSM vs IT
-44.6%
+335.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.4% | +9.8% | +3.7% |
| 7D | +6.0% | -9.1% | +15.2% | +7.8% |
| 30D | +4.5% | -7.0% | +11.5% | +5.5% |
| 3M | +3.1% | +7.6% | -4.5% | 0.0% |
| 6M | +30.2% | +2.1% | +28.1% | +26.9% |
| YTD | +45.2% | -31.6% | +76.8% | +60.2% |
| 1Y | +79.6% | -29.9% | +109.5% | +94.1% |
| 3Y | +411.0% | -51.3% | +462.3% | +526.4% |
| 5Y | +290.7% | -44.8% | +335.5% | +330.5% |
| All | +290.7% | -44.6% | +335.3% | +330.5% |
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