+346.2%
TSM vs KO
+87.9%
+258.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.7% |
| 7D | +4.4% | +1.8% | +2.6% | +5.5% |
| 30D | -7.0% | +8.7% | -15.6% | -2.1% |
| 3M | -1.8% | +13.5% | -15.3% | +6.1% |
| 6M | +2.7% | +25.6% | -22.9% | +18.0% |
| YTD | +37.1% | +42.3% | -5.2% | +69.4% |
| 1Y | +43.5% | +39.9% | +3.6% | +75.8% |
| All | +346.2% | +87.9% | +258.3% | +557.3% |
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