+270.1%
TSM vs KEY
+12.7%
+257.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +14.8% | +1.8% | +13.1% | +14.3% |
| 30D | -8.9% | +7.1% | -16.0% | -10.6% |
| 3M | -5.3% | -5.9% | +0.7% | -3.7% |
| 6M | +2.6% | +2.2% | +0.4% | +1.7% |
| YTD | +34.5% | +6.4% | +28.1% | +31.6% |
| 1Y | +41.0% | +24.8% | +16.2% | +32.0% |
| 3Y | +333.1% | +125.2% | +207.9% | +239.3% |
| 5Y | +270.1% | +13.0% | +257.1% | +266.6% |
| All | +270.1% | +12.7% | +257.4% | +266.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling