+11,954.4%
TSM vs IT
+530.4%
+11,424.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.4% | +7.5% |
| 7D | -7.6% | -16.9% | +9.4% | -2.7% |
| 30D | -20.5% | +2.3% | -22.8% | -21.9% |
| 3M | -10.0% | +2.9% | -12.8% | -12.8% |
| 6M | -10.1% | +25.9% | -35.9% | -20.9% |
| YTD | +24.5% | -24.6% | +49.2% | +26.2% |
| 1Y | +31.2% | -16.0% | +47.2% | +27.8% |
| 3Y | +322.0% | -51.6% | +373.6% | +380.9% |
| 5Y | +245.3% | -42.6% | +287.9% | +267.6% |
| 10Y | +1,465.8% | +103.6% | +1,362.3% | +942.3% |
| All | +11,954.4% | +530.4% | +11,424.0% | +4,224.5% |
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