+11,237.1%
TSM vs KEY
+81.3%
+11,155.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.7% | -8.0% | -10.0% |
| 7D | -18.2% | -2.5% | -15.8% | -17.6% |
| 30D | -26.8% | +4.1% | -30.9% | -27.6% |
| 3M | -14.5% | -8.4% | -6.1% | -12.5% |
| 6M | -10.0% | -2.3% | -7.7% | -9.6% |
| YTD | +17.1% | +4.6% | +12.5% | +15.2% |
| 1Y | +21.5% | +24.6% | -3.0% | +13.8% |
| 3Y | +300.4% | +112.8% | +187.6% | +216.0% |
| 5Y | +224.7% | +12.9% | +211.8% | +192.8% |
| 10Y | +1,372.7% | +126.7% | +1,246.0% | +898.8% |
| All | +11,237.1% | +81.3% | +11,155.8% | +5,200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling