+1,779.8%
TSM vs KWEB
-19.7%
+1,799.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | +1.0% | -5.6% | +6.6% | +3.0% |
| 30D | +1.0% | -10.7% | +11.6% | +5.0% |
| 3M | +2.9% | -7.4% | +10.3% | +5.4% |
| 6M | +22.8% | -19.3% | +42.1% | +32.0% |
| YTD | +43.3% | -27.8% | +71.1% | +60.2% |
| 1Y | +69.2% | -35.9% | +105.1% | +97.2% |
| 3Y | +404.5% | -1.9% | +406.4% | +388.7% |
| 5Y | +282.2% | -43.2% | +325.4% | +330.0% |
| All | +1,779.8% | -19.7% | +1,799.5% | +1,490.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling