+36.0%
TSM vs KR
+10.2%
+25.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.5% | -0.4% |
| 7D | -10.0% | +6.1% | -16.0% | -6.8% |
| 30D | -18.5% | +17.3% | -35.9% | -10.6% |
| 3M | -4.9% | +20.2% | -25.0% | +6.0% |
| 6M | -1.0% | +3.3% | -4.3% | +4.9% |
| YTD | +31.3% | +12.3% | +19.0% | +39.6% |
| 1Y | +36.0% | +10.6% | +25.4% | +46.0% |
| All | +36.0% | +10.2% | +25.8% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 1y: compounded portfolio wealth divided by compounded KR 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…
1y analysis · Full analysis span regression · 6 months rolling