+277.6%
TSM vs KWEB
-45.1%
+322.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | +2.6% | -4.3% | +6.9% | +3.9% |
| 30D | +1.4% | -13.0% | +14.4% | +5.3% |
| 3M | +5.0% | -7.6% | +12.5% | +7.0% |
| 6M | +24.0% | -21.1% | +45.1% | +31.9% |
| YTD | +41.6% | -28.2% | +69.8% | +54.5% |
| 1Y | +66.2% | -34.9% | +101.0% | +86.0% |
| 3Y | +398.2% | -0.8% | +399.0% | +390.5% |
| 5Y | +277.6% | -43.6% | +321.2% | +291.3% |
| All | +277.6% | -45.1% | +322.7% | +291.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling