+273.1%
TSM vs KEY
+40.7%
+232.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | +2.2% | +0.5% | +2.1% |
| 30D | +3.6% | -3.0% | +6.6% | +4.4% |
| 3M | -3.4% | +3.3% | -6.7% | -4.4% |
| 6M | +20.6% | +9.2% | +11.4% | +17.5% |
| YTD | +41.9% | +10.6% | +31.2% | +37.5% |
| 1Y | +84.4% | +20.4% | +64.0% | +74.2% |
| 3Y | +380.2% | +121.8% | +258.4% | +277.7% |
| All | +273.1% | +40.7% | +232.4% | +239.6% |
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