+25.5%
TSM vs LYFT
+11.7%
+13.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.3% | +7.4% | +0.6% |
| 7D | +4.8% | -14.1% | +18.9% | +7.5% |
| 30D | +4.0% | -13.7% | +17.7% | +6.4% |
| 3M | +2.0% | +7.4% | -5.4% | -2.4% |
| 6M | +25.5% | +8.3% | +17.2% | +19.4% |
| All | +25.5% | +11.7% | +13.8% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling