+13,634.3%
TSM vs IT
+518.2%
+13,116.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +4.3% |
| 7D | +2.7% | -6.0% | +8.8% | +4.6% |
| 30D | +3.6% | 0.0% | +3.6% | +3.1% |
| 3M | -3.4% | +13.1% | -16.4% | -9.9% |
| 6M | +20.6% | +11.7% | +8.9% | +11.2% |
| YTD | +41.9% | -26.1% | +68.0% | +47.3% |
| 1Y | +84.4% | -21.3% | +105.6% | +85.6% |
| 3Y | +380.2% | -46.7% | +427.0% | +437.5% |
| 5Y | +275.3% | -40.5% | +315.8% | +301.2% |
| 10Y | +1,751.4% | +103.9% | +1,647.5% | +1,151.7% |
| All | +13,634.3% | +518.2% | +13,116.2% | +4,947.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling