+12,629.9%
TSM vs IT
+526.5%
+12,103.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.4% |
| 7D | -2.1% | -7.5% | +5.4% | +0.3% |
| 30D | -12.5% | -1.2% | -11.4% | -13.1% |
| 3M | -5.0% | -2.2% | -2.8% | -6.5% |
| 6M | -3.2% | +19.1% | -22.3% | -13.3% |
| YTD | +31.5% | -25.1% | +56.6% | +33.5% |
| 1Y | +35.7% | -17.4% | +53.1% | +32.9% |
| 3Y | +323.5% | -54.1% | +377.6% | +391.2% |
| 5Y | +263.4% | -42.7% | +306.0% | +286.8% |
| 10Y | +1,598.5% | +88.1% | +1,510.4% | +1,060.4% |
| All | +12,629.9% | +526.5% | +12,103.5% | +4,475.2% |
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