+407.0%
TSM vs KO
+63.8%
+343.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.3% |
| 7D | +4.8% | -0.8% | +5.6% | +4.4% |
| 30D | +4.0% | +0.8% | +3.3% | +4.5% |
| 3M | +2.0% | +8.3% | -6.4% | +6.6% |
| 6M | +25.5% | +14.0% | +11.5% | +34.3% |
| YTD | +44.0% | +26.9% | +17.1% | +62.7% |
| 1Y | +75.4% | +32.7% | +42.8% | +103.2% |
| All | +407.0% | +63.8% | +343.2% | +517.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 3y: compounded portfolio wealth divided by compounded KO 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…
3y analysis · Full analysis span regression · 6 months rolling