+36.0%
TSM vs LYFT
-6.2%
+42.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.7% | -3.2% |
| 7D | -10.0% | +14.7% | -24.6% | -11.0% |
| 30D | -18.5% | +19.1% | -37.7% | -20.0% |
| 3M | -4.9% | +12.0% | -16.9% | -6.1% |
| 6M | -1.0% | +33.3% | -34.2% | -5.2% |
| YTD | +31.3% | -3.3% | +34.5% | +28.7% |
| 1Y | +36.0% | -3.5% | +39.5% | +31.5% |
| All | +36.0% | -6.2% | +42.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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