+36.0%
TSM vs LUMN
-59.3%
+95.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -0.9% |
| 7D | -10.0% | -6.9% | -3.1% | -8.5% |
| 30D | -18.5% | -20.5% | +1.9% | -14.4% |
| 3M | -4.9% | -33.4% | +28.5% | +3.4% |
| 6M | -1.0% | -52.1% | +51.1% | +15.3% |
| YTD | +31.3% | -42.5% | +73.7% | +44.4% |
| 1Y | +36.0% | -57.6% | +93.6% | +56.3% |
| All | +36.0% | -59.3% | +95.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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