+1,128.0%
TSM vs LYFT
-82.8%
+1,210.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +2.6% | -13.1% | +15.7% | +4.9% |
| 30D | +1.4% | -14.4% | +15.8% | +3.8% |
| 3M | +5.0% | +12.2% | -7.2% | +2.5% |
| 6M | +24.0% | +13.4% | +10.6% | +20.6% |
| YTD | +41.6% | -22.5% | +64.0% | +45.9% |
| 1Y | +66.2% | -20.8% | +86.9% | +69.2% |
| 3Y | +398.2% | +38.8% | +359.4% | +338.2% |
| 5Y | +277.6% | -70.0% | +347.6% | +294.9% |
| All | +1,128.0% | -82.8% | +1,210.8% | +1,075.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling