+1,815.4%
TSM vs KEY
+167.1%
+1,648.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +4.8% | -0.3% | +5.1% | +4.9% |
| 30D | +4.0% | -3.3% | +7.3% | +4.9% |
| 3M | +2.0% | -0.7% | +2.7% | +2.0% |
| 6M | +25.5% | +12.5% | +13.0% | +21.3% |
| YTD | +44.0% | +8.4% | +35.6% | +40.4% |
| 1Y | +75.4% | +18.4% | +57.0% | +66.6% |
| 3Y | +406.7% | +123.3% | +283.4% | +296.2% |
| 5Y | +285.0% | +38.8% | +246.2% | +231.6% |
| 10Y | +1,815.4% | +169.3% | +1,646.1% | +1,256.0% |
| All | +1,815.4% | +167.1% | +1,648.3% | +1,256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling