+273.1%
TSM vs LSCC
+82.7%
+190.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.2% |
| 30D | +3.6% | -9.7% | +13.3% | +7.8% |
| 3M | -3.4% | -23.7% | +20.3% | +7.1% |
| 6M | +20.6% | +26.5% | -5.9% | +7.7% |
| YTD | +41.9% | +57.5% | -15.6% | +14.9% |
| 1Y | +84.4% | +75.7% | +8.7% | +41.9% |
| 3Y | +380.2% | +19.5% | +360.8% | +299.4% |
| All | +273.1% | +82.7% | +190.4% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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