+36.0%
TSM vs RF
+25.4%
+10.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -10.0% | +2.3% | -12.2% | -10.2% |
| 30D | -18.5% | +7.2% | -25.8% | -19.2% |
| 3M | -4.9% | -8.2% | +3.3% | -3.6% |
| 6M | -1.0% | +7.0% | -8.0% | -3.4% |
| YTD | +31.3% | +10.3% | +21.0% | +24.3% |
| 1Y | +36.0% | +25.1% | +10.9% | +25.3% |
| All | +36.0% | +25.4% | +10.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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