+13,773.0%
TSM vs LUMN
+25.6%
+13,747.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | +1.0% | +2.5% | -1.5% | +0.5% |
| 30D | +1.0% | +10.3% | -9.4% | -1.1% |
| 3M | +2.9% | -18.3% | +21.1% | +6.4% |
| 6M | +22.8% | +4.4% | +18.5% | +20.6% |
| YTD | +43.3% | -10.7% | +54.0% | +42.7% |
| 1Y | +69.2% | +14.0% | +55.2% | +58.5% |
| 3Y | +404.5% | +406.6% | -2.1% | +168.9% |
| 5Y | +282.2% | -36.8% | +319.0% | +240.6% |
| 10Y | +1,806.1% | -56.2% | +1,862.2% | +1,510.6% |
| All | +13,773.0% | +25.6% | +13,747.4% | +3,227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling