+398.4%
TSM vs KWEB
-2.9%
+401.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +2.6% | -4.3% | +6.9% | +4.2% |
| 30D | +1.4% | -13.0% | +14.4% | +6.2% |
| 3M | +5.0% | -7.6% | +12.5% | +7.4% |
| 6M | +24.0% | -21.1% | +45.1% | +33.7% |
| YTD | +41.6% | -28.2% | +69.8% | +57.5% |
| 1Y | +66.2% | -34.9% | +101.0% | +90.4% |
| All | +398.4% | -2.9% | +401.4% | +400.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling